We completed a BIG site upgrade over the weekend. 90% of the changes are behind the scenes. We refactored our code top to bottom. This site has come a long ways from its humble beginnings and it needed some spring cleaning. This will also help with scalability, to make sure we stay a few steps […]
Various Miscellany
The Threat of Rising Rates and the Impact on TAA vs B&H Investing
We’ve written a lot here and on our sister site BetterBuyAndHold.com about the threat of rising interest rates. You can read some of our past work projecting returns for Treasury ETFs and other interest rate sensitive assets here and here. In a nutshell, assuming that we’re near the tail end of this 37+ year march […]
Member Analysis: The Effect of Combining Strategies on Timing Luck
We enjoy hearing from members about their experiences using our platform to analyze and combine tactical asset allocation strategies. We do a bad job of sharing that feedback with other members, and that’s a shame, because there’s often a lot of wisdom in it. So let’s change that. What follows is an email from member […]
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: […]
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 […]
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 […]
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 […]
Reminder: Big Up Days Occur With More Frequency in Bear Markets
We can’t say with certainty where the market goes from here – whether the market will turn around in January or continue into bear territory – and neither can anyone else. What we can say for certain however is that big up days like we saw today (SPY +3.35%) are not an indicator that this […]
Asset Allocation Roundup
Six recent asset allocation articles (tactical or otherwise) that you might have missed: 1. Trend Following on Steroids (Wouter Keller via Alpha Architect) Wouter Keller details his latest tactical model: “Defensive Asset Allocation”. We track a number of strategies from Dr. Keller and his partner-in-quant JW Keuning (including this one). It’s worth noting that their […]