This is a summary of links featured on Quantocracy on Friday, 01/19/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Dr. Keller & Keuning s Simple Variation of Hybrid Asset Allocation [Allocate Smartly]This is a test of the simple variation of Dr. Keller and Keunings strategy from their paper Dual and Canary Momentum with Rising Yields/Inflation: Hybrid Asset Allocation (HAA). Weve covered the balanced version of HAA previously. It has become one of the more popular strategies on our platform, and members have asked us to add this simpler-to-execute variation as well.