This is a summary of links featured on Quantocracy on Friday, 03/03/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Hybrid Asset Allocation [Allocate Smartly]This is a test of the latest tactical asset allocation strategy from Dr. Wouter Keller and JW Keuning and their paper: Dual and Canary Momentum with Rising Yields/Inflation: Hybrid Asset Allocation (HAA). Backtested results from 1971 follow. Results are net of transaction costs see backtest assumptions. Learn about what we do and follow 70+ asset allocation strategies like this one in near