Category Archives: Uncategorized

1st R42 AI Fund Launched

In 1981, Dr. Hal Forsey and I launched Post Modern Portfolio Theory. Now I have taken a quantum leap forward to join Dr. Ronjon Nag and Dr. Jeremy Sosabowski in launching this new framework for constructing and managing portfolios. Frank … Continue reading

Posted in Uncategorized | Leave a comment

Portfolio Theory for the 21st Century will be AI Driven.

Begin by unlearning the false assumptions of CAPM that led to these false conclusions: No one can beat the market on a risk adjusted basis. No one can time the market more often than not. No one can actively manage … Continue reading

Posted in Uncategorized | Leave a comment

PMPT Marries AI

Yesterday I posted a brief note to let you know I got back in the market due to some Flags posted by an AI firm. The company is AlgoDynamics in London and they are sponsoring a webinar in New York. … Continue reading

Posted in Uncategorized | Leave a comment

Flags are Up

This morning I received notice that Flags were Up for SPY and QQQ and I invested 30% of the 37% cash position I took at the time of my last posting. I will be speaking at a program by the … Continue reading

Posted in Uncategorized | Leave a comment

Stop Loss Time in America

As of today I have entered stop loss orders on all my US equities and a couple of Chinese stocks, but not CQQQ. Why? I have seen no evidence that America has changed course in its Foreign policy and I … Continue reading

Posted in Uncategorized | Leave a comment

Back to the Future

A few years ago (seems like a few to me (2012/01/25), I posted a paper comparing the body of work Hal Forsey and I developed (Post Modern Portfolio Theory) with Prospect Theory, developed by Daniel Kahneman and Amos Tversky. An … Continue reading

Posted in Uncategorized | Leave a comment

Upside Potential Ratio Revisited

I have reposted this for the benefit of some people at R42 Institute: The Cost of Assuming Symmetry in a Skewed World Posted on June 24, 2017by Frank Sortino      Frank Sortino & Kal Salama  In an Uncertain World If you believe the uncertainty … Continue reading

Posted in Uncategorized | Leave a comment

The Other Side of the Coin

In an attempt to maintain a balanced approach to the conflict between China and the US, I recommend “Ill Winds” by Larry Diamond. He provides a well documented, scathing expose of China’s threat to the world as opposed to the … Continue reading

Posted in Uncategorized | Leave a comment

Bad and Worst Case Scenarios

I have a 20.79? gain in my portfolio for the year and I’m taking it. Will the students riot in Hong Kong? Will China take control?  Is there a steer in Texas? Cash is an asset category!

Posted in Uncategorized | Leave a comment

The Inmates are Running the Asylum

As of the open I am 37% in equity, 63% cash.

Posted in Uncategorized | Leave a comment