Global CAPE Model Optimization
Check out our new whitepaper, published in collaboration with Mebane Faber, and based on his recently published ‘Global Value: Building…
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Permanent Portfolio Shakedown Part II
In Part I of the Permanent Portfolio Shakedown we investigated the history of the approach, tracing it back to Harry…
Permanent Portfolio Shakedown Part 1
The Permanent Portfolio is an asset allocation concept first introduced by Harry Browne in 1982. The Permanent Portfolio Family of…
Adaptive Asset Allocation for a Regime Agnostic ‘Balanced Fund’
In Adaptive Asset Allocation, Asset Allocation, Diversification, Institutional, Retail, Risk Parity, Systematic Investing onRisk Parity: Past its Prime This is a follow-on to our research on Adaptive Asset Allocation Our last article described…
Adaptive Risk Parity for a Better ‘Balanced Fund’
In Adaptive Asset Allocation, Correlation, Institutional, Retail, Risk Parity, Systematic Investing, Volatility onRebalancing Revisited Back in November of 2011 we published our first article introducing the concept of volatility sizing for asset…
Timing the Bull
In prior posts (here and here) we examined the value of simple market timing systems in generating strong risk-adjusted returns…
Goldilocks and the Three Grizzlies
We have seen that a simple timing system can add substantial value to U.S. stocks over the long term, and…
