Agora came out with their Focus list for 1Q15. I ran it through the Google drive / Excel / Matlab process described in the 30Dec14 blog entitled "Modern Portfolio Theory and the Regular Guy's portfolio."
They recommended 11 stocks again. Here are the weights I came up with:
Ticker weight name
SPX 16.82% standard & Poor
fnma 0.00% Fannie Mae
fmcc 14.04% Freddie Mac
aveo 14.99% AVEO Pharmaceutic
cry 5.56% CryoLife, Inc. Co
kite 8.09% Kite Pharma, Inc.
swir 3.53% Sierra Wireless
atml 6.10% Atmel Corporation
infn 5.38% Infinera Corporat
atnm 10.58% Actinium Pharmace
gsvc 8.04% GSV Capital Corp
ozm 6.89% Och-Ziff Capital
Because Fannie Mae and Freddie Mac have a correlation of .98, it chose Freddie and disregarded Fannie. One is a proxy for the other, and there is no need to have both. (Note that a correlation of 1.0 means that you're getting the same thing twice; they are perfectly correlated.)
As I did before, I'll probably drop the S&P index and spread the weight among the others.
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