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.