Portfolio Design

Advanced concepts in stock investment portfolio design.  Fundamentals, technical analysis and many other related topics are discussed.

Capital Strength Stock Portfolio Part 3 - The Simulation

This is the final installment part of a three part tutorial on how to design a capital strength portfolio based on the First Trust Capital Strength ETF.  Part 1 was dedicated to the construction of the custom stock universe. Part 2 covered the stock ranking system, used to rank the stocks according to lowest three month and one year volatility. Part 3 completes the design and simulation, implementing the simulation setup and Buy/Sell rules, then running the backtest.

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Capital Strength Stock Portfolio Part 2 - The Ranking System

This is the second part of a three part tutorial on how to design a capital strength portfolio based on the First Trust Capital Strength ETF. Part 1 was dedicated to the construction of the custom stock universe. Part 2 deals with the stock ranking system, which will be used to rank the stocks according  to lowest three month and one year volatility. Part 3 will complete the portfolio design that implements the FTCS reconstitution, rebalancing, and industry weighting rules.

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