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 -…
2Factors: An Essential Part of Any Nutritious Portfolio
We recently posted a piece on factor investing (here) so we were thrilled to have an opportunity to see Dr. Andrew…
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…
Sources of Performance Decay
Above all, the greatest fear in empirical finance is that the out of sample results for a strategy under investigation…
The Whole is Greater than the Sum of the Parts
One of the most mind-blowing implications of portfolio theory is that a well conceived portfolio has the potential to be…
