This is a summary of the recent performance of a wide range of excellent Tactical Asset Allocation (TAA) strategies, net of transaction costs. 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 […]
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Asset Allocation Roundup
Four recent asset allocation articles (tactical or otherwise) that you might have missed: 1. Bond ETFs in an Era of Rising Rates (Better Buy & Hold) This is our first post from our new platform BetterBuyAndHold.com. Bonds face stiff headwinds in the coming years, and many will underperform what investors have grown accustomed to. That’s […]
New from Our Team: BetterBuyAndHold.com
We’re happy to announce the launch of a new service from our team: BetterBuyAndHold.com We recognize that even TAA investors often need a stable, static allocation to form the core of their portfolio. Our new service is dedicated to building better, more realistic buy and hold allocations. We do that using two key statistical techniques: […]
Tactical Asset Allocation in March
This is a summary of the recent performance of a wide range of excellent Tactical Asset Allocation (TAA) strategies, net of transaction costs. 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 […]
Asset Allocation Roundup
Five recent asset allocation articles (tactical or otherwise) that you might have missed: 1. ETF Bond Rotation (Alvarez Quant Trading) Cesar looks at various flavors of a simple momentum-based bond rotation strategy. Using momentum to time bond asset classes has not worked as well as it has with other assets. Unlike most asset classes, very […]
Tactical Asset Allocation in February
This is a summary of the recent performance of a wide range of excellent Tactical Asset Allocation (TAA) strategies, net of transaction costs. 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 […]
Ilya Kipnis’ Defensive Adaptive Asset Allocation
This is a test of Ilya Kipnis’ “Defensive Adaptive Asset Allocation” (KDA). KDA is a “Meta” model of sorts, combining successful elements of multiple other tactical asset allocation strategies that we track. Results from 1989 to the present, net of transaction costs, follow. Read more about our backtests or let AllocateSmartly help you follow this […]
Asset Allocation Roundup
Six recent asset allocation articles (tactical or otherwise) that you might have missed: 1. Right Now It’s KDA…Asset Allocation (QuantStrat TradeR) Here Ilya shares a TAA strategy that combines elements of two popular strategies that we track: Keller & Keuning’s Defensive Asset Allocation and ReSolve’s Adaptive Asset Allocation. Expect to see a test of Ilya’s […]
Tactical Asset Allocation in January
This is a summary of the recent performance of a wide range of excellent Tactical Asset Allocation (TAA) strategies, net of transaction costs. 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 […]
Asset Allocation Roundup
Six recent asset allocation articles (tactical or otherwise) that you might have missed: 1. Fragility Case Study: Dual Momentum GEM (Newfound) + Response from Gary Antonacci Corey’s post kicked off quite a lively discussion. I encourage you to click through to both pieces, but here’s the argument in a nutshell. Note: Corey is using Antonacci’s […]