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.
Category: TAA
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.
