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TAA Investing

TAA Investing

Benchmarking TAA Portfolios

What is the appropriate benchmark for a TAA portfolio? This is a subtle but I think often overlooked aspect when measuring the performance of a TAA strategy or portfolio. The classic choice, just like in buy and hold, is the 60/40 US stock, US bond portfolio. The are other choices Read more…

By Paul, 1 yearMay 14, 2024 ago
TAA Investing

An Update on TAA Strategy Performance

It’s been a while since I’ve write about TAA Strategy Performance so I thought it was high time for an update. I’ll compare mainly long term performance but also the consistency of that performance of about 90 TAA strategies. Also, I’ve made some some small but important changes to my Read more…

By Paul, 1 yearMay 2, 2024 ago
TAA Investing

Trend Following with Return Stacking

After my last post on using trend following in Crypto markets I thought I’d continue on that thread and look at applying trend following on a newish concept (similar concepts have existed at the institutional level for a long time) in creating diversified portfolios, called return stacking. First, what is Read more…

By Paul, 1 yearApril 11, 2024 ago
TAA Investing

Trend Following in Crypto Markets

It has been a while since I’ve updated the blog. These days I spend most of my time writing for subscribers of my newsletter but I’d like to get back to writing publicly again. So, to launch myself back into public blogging I thought I would write about Crypto and Read more…

By Paul, 1 yearApril 6, 2024 ago
Quant Investing

Volatility Curve Models 2021 Performance

Next up on the performance review for 2021 are the Volatility Curve Models that are part of the Quant Pulse service. For a quick background on these models and hoe they work, start with this post where I first introduced the concepts behind the volatility curve model. Also, here are Read more…

By Paul, 3 years ago
TAA Investing

TAA Strategy Performance Ranks For 2021

Happy New Year to everyone! A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant Pulse Newsletters. I’ll also discuss how the performance compares to other TAA strategies. Overall, it was a good year for my strategies and I’m quite pleased Read more…

By Paul, 3 years ago
Quant Investing

Comparing Portfolio Performance (1973 To 2020)

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2020 statistics. All portfolio stats were gathered using AllocateSmartly, P123, and various other sites like MSCI. Obviously, there are many more portfolio options out there. This is just a sampling Read more…

By Paul, 4 years ago
TAA Investing

TAA Strategy Performance for 2020

A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant Pulse Newsletters. I’ll also discuss how the performance compares to other TAA strategies. Let’s dive in. First, let’s look at the TAA strategies that are part of the Economic Read more…

By Paul, 4 yearsJanuary 12, 2021 ago
TAA Investing

The Pain Factor in TAA vs the Reward – part II

This post is a follow up to my last post on the pain factor in TAA strategies. In that post I compared the various TAA strategies by three common pain points that I hear from investors; taxes, number of trades, and turnover. In this post I want to incorporate the Read more…

By Paul, 5 yearsNovember 3, 2020 ago
TAA Investing

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 Read more…

By Paul, 5 years ago
Quant Investing

Combining SPY-COMP and the Volatility Curve Models

In today’ post, I’ll formally outline a model I’ve alluded to several times in the past, the VOL-COMP model. The model is a combination of the SPY-COMP model (which is the basis for all the models in the Economic Pulse Newsletter) and the VOL Curve Original model with several enhancements. While Read more…

By Paul, 5 years ago

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