Rabener on TAA
Today’s post looks at three articles from Nicolas Rabener on the subject of Tactical Asset Allocation (TAA).
Category: What works
Stock Screeners March 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Relative Strength Strategies – Meb Faber
Today’s post looks at a 2010 paper from Meb Faber on the subject of Relative Strength Strategies.
Stock Screeners February 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Tactical Asset Allocation – Meb Faber
Today’s post looks at a 2006 paper from Meb Faber on the subject of Tactical Asset Allocation.
Trend and Macro – AQR
Today’s post looks at a recent paper from AQR on the impact of the macro environment on trend-following returns.
Quantica on Trend
Today’s post looks at a recent study from Quantica Capital on the benefits of trend-following.
Stock Screeners January 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
How I Invest – SigNet Presentation
Today’s post contains the slides from a presentation that I gave to the Leicester Square branch of SigNet this morning.
