Category: What works

Hurst Exponent

The Hurst Exponent

Today’s post looks at the Hurst Exponent, which is a measure of how strongly a data series is trending.

TAA and the 2022 Bear

TAA and the 2022 Bear

Today’s post looks at a review by Allocate Smartly of how well Tactical Asset Allocation worked during the 2022 Bear market.

Dirty portfolios

Dirty Portfolios – Mount Lucas

Today’s post looks at an article from last year on the Mount Lucas blog about adding Managed Futures to Lazy Portfolios, to form what Mount Lucas calls Dirty Portfolios.