We wanted to take a moment to highlight two must read posts from Newfound Research. Newfound is a thought leader in the TAA space and we highly recommend following them now. The Diversification Dangers of DIY Tactical [dead link] – and – Diversifying the What, How, and When of Trend Following Newfound outlines three ways […]
Various Miscellany
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 […]
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 […]
We’re Looking for Feedback on Memberships Tailored to Industry Professionals
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 […]
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 […]
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 […]
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 […]
Member Announcement: Two New Strategies Added
Two new strategies are now available in the members area: New Strategy #1: Vigilant Asset Allocation This is the latest model by Dr. Wouter Keller and JW Keuning, from their new paper: Breadth Momentum and Vigilant Asset Allocation. We’ll be breaking down the strategy in more detail here on our blog in the coming week, […]
New Features, Including Strategy Categories
We rolled out two awesome new features for members over the weekend: Strategy Categories Model Portfolio Historical Allocation Analysis Strategy Categories The list of tactical asset allocation strategies that we track is growing long (33 and counting). That’s a good thing; we want members to have access to as large a toolbox as possible. But […]
New Feature: Historical Allocation Analysis
We’ve added a major new feature to our members area: historical allocation analysis. Every strategy that we track now includes a brand new subpage, which is updated daily and devoted to helping members better understand how each asset class has contributed to the strategy’s performance. In this blog post, we discuss this new feature. Note […]