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.
Today’s post looks at a review by Allocate Smartly of how well Tactical Asset Allocation worked during the 2022 Bear market.
Today’s post looks at a defensive strategy called the Near Perfect Portfolio.
Today’s post looks at an article from Nicolas Rabener that compares Tactical Asset Allocation (TAA) to Long Volatility Strategies (Long Vol).
Leverage / TAA / Market Timing
by Mike Rawson · Published April 15, 2023 · Last modified April 25, 2024
Today’s post is about a second paper from Michael Gayed on using Leverage for the Long Run.
Today’s post looks at three articles from Nicolas Rabener on the subject of Tactical Asset Allocation (TAA).
Today’s post looks at a 2010 paper from Meb Faber on the subject of Relative Strength Strategies.
Today’s post looks at an old paper from Meb Faber on trend following.
Trend / TAA / Market Timing
by Mike Rawson · Published December 23, 2022 · Last modified April 25, 2024
Today’s post looks at some tweaks to Gary Antonacci’s Dual Momentum strategy, from the guys at Engineered Portfolios.
Today’s post is about a paper from Michael Gayed on Beta Rotation with Utilities.
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I spent a lot of money on booze, birds and fast cars. The rest I just squandered.