This is a summary of links featured on Quantocracy on Wednesday, 03/01/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Tactical Asset Allocation in February [Allocate Smartly]This is a summary of the recent performance of a number of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. While we dont (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Read more about our backtests or let AllocateSmartly help you follow these strategies in
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Active Managers Should Love Passive Investing – It Makes Them Better! [Alpha Architect]In a recent letter to its investors, Crispin Odey commented as follows:(1) Money managers specializing in picking stocks and bonds are being driven out by mindless passive investing. Odey is a London based hedge fund manager, whose flagship fund lost almost 50% in 2016.(2) Photo courtesy of Wes. All complaints can be directed towards him. Photo courtesy of Wes. All complaints can be directed