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: […]
Site Announcements
Two New Strategies Added: Defensive Asset Allocation and Accelerating Dual Momentum
We’ve begun tracking two new tactical asset allocation strategies: Defensive Asset Allocation (DAA) and Accelerating Dual Momentum (ADM). We’ll be introducing both in more detail on our blog in the coming weeks. Members can review their historical performance and begin tracking them in near real-time in our members area now: DAA | ADM. Defensive Asset […]
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 […]
Annual Turnover (Unglamorous but Important) + A Development Update
We’ve added a new statistic to the backtests and screener for all of the strategies that we track: Annual Turnover. We realize that this isn’t the most glamorous of metrics, but we think it’s an important data point to consider when analyzing a strategy. Annual turnover measures the rate at which a strategy replaces its […]