GTAA Based Portfolios

On Sep 23, 2020 I changed the datasource from FINVIZ to Tiingo. The Google sheet below contains all of the asset classes described in Meb Faber’s GTAA 13 portfolio. Those asset classes are also the base for his more aggressive trend following portfolios AGG3 and AGG6. For more information on these portfolios […]

GTAA 13 spreadsheet back in business

What else do I have to do on an NFL playoff weekend? Yesterday I decided not to wait any longer for the Google god to bless my GTAA 13 spreadsheet with an upgrade to the newest version. Good thing I found a workaround – create a new sheet from scratch […]

Portfolio Re-Balances: July 6, 2021

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Book Re-Balances Dec 21, 2020

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The Pain Factor in TAA Strategy Implementation

TAA strategies look amazing on paper. After all, what is not to like about higher absolute and higher risk-adjusted returns over a buy and hold portfolio? But in the real world when implementing TAA strategies there are a few common barriers that limit and make difficult their implementation for many […]

Investment Models

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Investment Model Descriptions

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