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 […]
Falling Markets
Why TAA Has Been So Successful in Crises
Most Tactical Asset Allocation (TAA) strategies have followed the same basic storyline. They keep pace with the market during the good times (like we find ourselves in right now), and shine during the bad times. To illustrate, the graphs below shows the average return of all of the TAA models that we track (orange) versus the […]