This is a summary of links featured on Quantocracy on Friday, 03/13/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Where Tactical Asset Allocation Stands Now (Thursday 03/12) [Allocate Smartly]Broadly speaking, Tactical Asset Allocation has weathered this storm reasonably well, but the last two days have been tough and we are by no means out of the woods. We track 50+ published TAA strategies, allowing us to draw some broad conclusions about TAA as a style. In the table below we show the MTD/YTD returns of these 50+ strategies: TAA began reducing exposure to risk assets back in January,