Quants ID - Tactical Asset Allocation
Download as PPTX, PDF
0 likes36 views
This document provides information on several investment portfolios and strategies. It lists the Classic Portfolio 6040 which has a 60% allocation to TSM and 40% to IT. It also mentions strategies called Accelerating Dual Momentum Investing, Resilient Asset Allocation, and Investing for a Living along with websites that provide more details on these strategies.
Quants ID - Tactical Asset Allocation
- 3. Classic Portfolio 6040 60% TSM 40% IT portfoliocharts.com
- 6. Accelerating Dual Momentum Investing
- 7. * ROC: Price Rate of Change
- 14. Investing for a Living
Editor's Notes
- #11: 1. Philosophical Economics Growth-Trend Timing: US unemployment rate and price trends Trend-following based on price alone does a good job determining when to switch to defensive assets inside of recessions, but a poor job outside of recessions. Outside of recessions, any deviation from 100% long risk is often a drag on performance, making attempts to finesse positions via trend-following counterproductive.