Can Robo-Advisors Evolve? Introducing Robo 2.0
Over the past year or so, a new breed of online advisor has entered the space with a mission to…
0Brexit: A Case Study in Diversification and Downside Protection
You probably know by now that Britain has voted to exit the European Union. We won’t offer detailed commentary on…
The Importance of Asset Allocation vs. Security Selection: A Primer
By far the greatest source of personal consternation as a professional in markets is investors’ obsession with finding the best…
On Backtesting: An All-New Chapter from our Adaptive Asset Allocation Book
If you’ve been a regular reader of our blog, you already know that we recently published our first book Adaptive…
We Published Our First Book! Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times – and Bad
In Adaptive Asset Allocation, Asset Allocation, Behavioural Finance, Factors, Industry Illusions, Institutional, Minimum Variance, Optimization, Permanent Portfolio, Retail, Retirement, Risk Parity, Systematic Investing, Tactical Alpha, Valuation Based Equity Market Forecasts onWe are happy to announce that our book, Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times -…
Missing the forest for the trees: Asset allocation over security selection.
By far the greatest source of personal consternation as a professional in markets is investors’ obsession with finding the best…
Measuring Tactical Alpha, Part 2
When we left off in Part 1, we promised to examine how select Global Tactical Asset Allocation products stack up…
Setting Expectations for Monthly Trading Systems
In Adaptive Asset Allocation, Asset Allocation, Diversification, Miscellaneous, Systematic Investing, Tactical Alpha onSystematic researchers overwhelmingly use monthly holding periods to test strategies. This is probably driven by the availability of long-term monthly total…
