Relative Strength Strategies – Meb Faber
Today’s post looks at a 2010 paper from Meb Faber on the subject of Relative Strength Strategies.
Category: TAA
Tactical Asset Allocation – Meb Faber
Today’s post looks at a 2006 paper from Meb Faber on the subject of Tactical Asset Allocation.
Accelerated Dual Momentum
Today’s post looks at some tweaks to Gary Antonacci’s Dual Momentum strategy, from the guys at Engineered Portfolios.
Beta Rotation with Utilities
Today’s post is about a paper from Michael Gayed on Beta Rotation with Utilities.
Idle Investor – Implementing MATS
Today’s post discusses how best to implement the Multi-Asset Trend-Following System (MATS) from Edmund Shing’s book The Idle Investor.
Dual Momentum – Low-Volatility Outperformance
Today we’re going to look at Dual Momentum, an active trading strategy from Gary Antonacci.
Portfolio Construction – Counter-Cyclical Indexing
Today we’re going to look at a recent paper from Cullen Roche on Portfolio Construction. It recommends a technique called Counter-Cyclical Indexing.
VAMO Hedge – Playing Offense And Defense
We look at a paper from Meb Faber which introduces the VAMO Hedge portfolio as a way to increase returns yet reduce volatility and maximum drawdowns.
