This is a summary of links featured on Quantocracy on Friday, 02/23/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Asset Allocation Roundup [Allocate Smartly]Recent asset allocation articles (tactical or otherwise) that you might have missed: 40 Shades of Tactical Asset Allocation Across Bull And Bear Markets (Earl Adamy) Earl walks readers though his own approach to finding the best TAA strategies using the data available in our members area. We try not to define the best strategies for members, as the best is highly dependent on each
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Are Factors Better and More Diversifying Than Asset Classes? [Alpha Architect]Factor investing promises outperformance at low cost. But to add value in a portfolio, it must deliver positive risk-adjusted returns and with low correlation to existing holdings. Historically, pure factor exposures have earned similar risk-adjusted returns to buying and holding plain vanilla asset classes like stocks and bonds. Therefore, factors such as Value and Momentum should only be