Note: one of my posts from last year, When Models Fail, was chosen for Faber’s Best Investment Writing Volume 3. Check it out if you get a chance. Time to take a quick look back at 2019 YTD performance. In this post I present a quick overview of 1H 2019 Read more…
“All models are wrong. Some models are useful.” This post is a white paper that I wrote for Economic Pulse Newsletter subscribers a few months ago. If you’re interested in learning more about the newsletter see here. Also, for more info on all kinds of TAA models I highly recommend Read more…
It’s that time of year to update the performance stats of investment systems. In this post, I’ll cover various Tactical Asset Allocation strategies and how they performed in 2017. Let’s jump right in. As usual, I’m using data from the great folks at Allocate Smartly. 2017 was definitely a risk-on Read more…
With a month to go in 2017, I have some upcoming enhancements to the Economic Pulse Newsletter that I’d like to announce. If this is the first time you hear about the newsletter you can learn all about it here. There’s even a little screencast I did explaining the concepts Read more…
Tactical Asset Allocation (TAA) strategies have come a long way in the last few years. From a small corner of the financial blogosphere to basking in broad daylight. I’d like to think I had a small role to play in that but really it’s the result of the amazing work Read more…
In today’s post I’m going to present how using a simple economic indicator can increase returns and lower drawdowns in quant portfolios. I’ve alluded to this in many of my quant posts in the past. Here I present the results of such an approach across a range of quant portfolios. Read more…