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Tax Efficient Tactical Asset Allocation

New to Tactical Asset Allocation? Learn more: What is TAA? In our previous post, we looked at the tax impact of TAA for investors trading in taxable accounts. Using our database of more than 40 published TAA models we concluded that, while TAA as a whole has been relatively tax efficient, the particular strategies that […]

Filed Under: TAA Analysis, Taxes

Tactical Asset Allocation & Taxes

Tactical asset allocation, by its nature, generates more transactions than buy & hold. Investors trading in taxable accounts would be justifiably concerned that the negative tax consequences of that might outweigh the benefits of TAA by shifting returns to less advantageous short-term capital gains. Our newest member feature responds to those concerns. We track more […]

Filed Under: TAA Analysis, Taxes

Testing the Efficiente Index

This test is based on the Efficiente Index from JP Morgan. A variation of this strategy is available via the ETF EFFE. The strategy uses traditional mean-variance optimization (aka the “Efficient Frontier”) to trade a broad basket of asset classes, but it’s actually a momentum strategy in disguise. The strategy hasn’t generated huge returns, but […]

Filed Under: TAA Strategies

Tactical Asset Allocation in February

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 […]

Filed Under: TAA Performance

Asset Allocation Roundup

Recent asset allocation articles (tactical or otherwise) that you might have missed: 40 Shades of Tactical Asset Allocation Across Bull And Bear Markets (Earl Adamy) Earl walks readers though his own approach to finding the best TAA strategies using the data available in our members area. We try not to define the “best” strategies for […]

Filed Under: Link Roundups

What to Expect from TAA When Markets Fall

Markets have started the month weak. We got spoiled last year. After such an abnormally long period of market calm, it’s natural for investors to feel a little anxious. We have no opinion on where the markets go from here. That’s why we’re quantitative traders. We put a lot of time into understanding these models so […]

Filed Under: Falling Markets, TAA Analysis

Tactical Asset Allocation in January

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 […]

Filed Under: TAA Performance

Why You Need Independent Verification of Strategy Results

Our site serves a lot of purposes for tactical asset allocation (TAA) investors: curating the best published strategies, testing those strategies with superior historical data, providing the ability to combine strategies into custom portfolios, and tracking even the most complex strategies in near real-time. But maybe the most important function we serve is simply independent verification […]

Filed Under: Random Thoughts

Tactical Asset Allocation in December

Blogging was light in December. We spent the month working on the launch of a new fintech project that many of our readers will be excited about. We’ll be sharing details in the coming month and getting back to our regular blogging and site development schedule. — Allocate Smartly This is a summary of the recent […]

Filed Under: TAA Performance

Tactical Asset Allocation in November

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 […]

Filed Under: TAA Performance

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New from Our Blog

  • Keller’s Resilient Asset Allocation January 19, 2021
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  • New Platform Features and a Look at What’s Coming Next December 8, 2020

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