Tag Archives: Levy

Portfolio Balancing Models

Part one in a series When you read about portfolio management, the emphasis is typically on selecting issues for diversification – an inflation hedge, real estate, bonds, etc.  The allocation of capital within the portfolio is then revised periodically (rebalanced) … Continue reading

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Levy Ratio Dispersion

I have been experimenting with Levy ratio dispersion as a measure of market breadth.  Saturday, I posted this chart on Stock Twits, showing lower lows, lower highs, and declining RSI for $OEXA200R. The chart shows that 87 of the S&P … Continue reading

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Relative Strength Distribution

I saw a question on David Varadi’s blog about how to compute relative strength.  That’s probably the wrong place for such a question, but it got me thinking about the distribution of strength as a measurement of market correlation. First, … Continue reading

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