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…
Here is the very quick version of the tactical asset allocation update for Oct. Signals are valid for until the end of the month. Below is the snapshot for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. One change for AGG3. VBK replaces VNQ. Two changes for Read more…
Here is the tactical asset allocation update for August 2016. Below is the snapshot for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. This is a new version of the sheet. Google updates the Sheets program every so often and old version of sheets just stop working. That Read more…
Here is the tactical asset allocation update for July 2016. If you didn’t listen to the news all month or didn’t check prices during the month then you would think it was a pretty uneventful month and overall quite a decent month for almost all asset classes. Unfortunately, like most Read more…
Here is the tactical asset allocation update for May 2016. Before I get into the updates for the month I want to share a must read post from Antonacci. In the post he lists some questions he often gets asked about markets and investing. Here they are; Question: How much Read more…
March was good month for risk assets. Let’s see if it continues in April. Here is the tactical asset allocation update for April 2016. Below are the updates for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. These signals are valid after every trading day. So, Read more…
Here is the tactical asset allocation update for February 2016. As I mentioned last month, I am now using a new data source for the portfolio updates. I am also maintaining the old portfolio formats, in Yahoo Finance, for a while. Here is the link to the Yahoo data. Lets dive right Read more…
Happy New Year everyone! Time to start fresh again in 2016. Here is the first tactical asset allocation update for 2016. As I mentioned last month, I am now using a new data source for the portfolio updates and also going to use a slightly different format for these monthly Read more…
Here are the tactical asset allocation updates for December 2015. All portfolio updates are online as part of Paul’s GTAA 13 Portfolio New sheet. First, for the basic portfolios – the GTAA5 and the Permanent Portfolio. No changes for GTAA5. For the timing version of the Permanent Portfolio SHY went to cash which is basically no Read more…
October turned out to be quite a strong month for US stocks as the historical seasonality suggested. Lets see what that strong showing did to the tactical asset allocations for November. Here are the tactical asset allocation updates for November 2015. All portfolio updates are online as part of Paul’s GTAA 13 Portfolio Read more…
One of the biggest challenges in implementing TAA portfolios is coming as close to the theoretical returns as possible. Theoretical returns are based on index returns which are not available in the real world. In this post I’ll explore the major items that keep investors from achieving published theoretical returns Read more…