This is a summary of links featured on Quantocracy on Thursday, 01/17/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Livingston’s Muscular Portfolios [Allocate Smartly]This is a test of two tactical asset allocation strategies from Brian Livingstons new book Muscular Portfolios and his site MuscularPortfolios.com: the Mama Bear and Papa Bear Portfolios. The short and sweet take: neither of these strategies tread new ground theyre both based on the tried and true concept of relative (aka cross-sectional) momentum, and both are very