A big percentage of our members are industry professionals (investment advisors, financial planners, etc.), presumably using our platform behind the scenes to assist in advising clients. We’re quant finance geeks at heart, and we built this site from that perspective (just the facts ma’am), but we want to make sure that our platform is also […]
Blog
Meta Strategy: A Smart Approach to Combining TAA Strategies
We’re very excited for the launch of an awesome new feature for our members: Meta Strategy. We track a wide range of published tactical asset allocation strategies in near real-time (40 and counting), which members can then combine into their own custom portfolios. Our platform helps members better understand how each strategy fits into a […]
Tactical Asset Allocation in September (Now Adjusted for Timing Luck)
This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. While we don’t (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Learn more about what we do or let AllocateSmartly […]
Meb Faber’s Trinity Portfolio (Lite)
This is a test of the Trinity Portfolio from Meb Faber and Cambria Investments, so named for the three key elements of the strategy: (1) a globally diversified mix of assets, (2) a tilt towards the value and momentum factors, and (3) exposure to momentum and trend-following. We’ve titled our test Trinity “Lite” because we’ve made […]
Tactical Asset Allocation in August
This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. While we don’t (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Learn more about what we do or let AllocateSmartly […]
Timing Luck and Portfolio Tranching
In this post we discuss portfolio “tranching” (i.e. dividing a portfolio into overlapping slices of the same underlying strategy) to minimize “timing luck”. This is an under discussed but important topic in tactical asset allocation. For more smart thoughts on portfolio tranching, see this excellent piece from Newfound Research [dead link]. For our test case, […]
Allocate Smartly Just Got Even Better
Allocate Smartly just got even better, with three awesome new features to help members make better Tactical Asset Allocation (TAA) decisions: Multiple Custom Model Portfolios + Dashboard Portfolio Tranching Aggregate Asset Allocation Report Multiple Custom Model Portfolios A key component of our members area is what we call “custom model portfolios”. What is a model […]
Tactical Asset Allocation in July
This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. While we don’t (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Learn more about what we do or let AllocateSmartly […]
Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning
This is a test of the “Vigilant Asset Allocation” (VAA) strategy from the recently published paper: Breadth Momentum and Vigilant Asset Allocation, by Dr. Wouter Keller and JW Keuning. This is an aggressive momentum trading model, similar in spirit to Keller and Keuning’s popular Protective Asset Allocation strategy. Results versus the 60/40 benchmark from 1971 to […]
Member Announcement: Better Data, Longer Backtests
A big part of the value that we provide to members is the collection of historical asset data used in our tactical asset allocation backtests. Today, just about every asset class imaginable is covered by an ETF or ETN, but of course, these are recent creations. In order to extend our backtests as far into […]