This is a summary of links featured on Quantocracy on Tuesday, 03/19/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Meb Faber’s 12-Month High Switch [Allocate Smartly]This is a test of the 12-Month High Switch Model, a Tactical Asset Allocation (TAA) strategy from Meb Faber. Meb has done more than anyone to popularize TAA as a trading style, including many of the fundamental concepts used today. This is another of his simple but effective ideas. Backtested results from 1970 follow. Results are net of transaction costs see backtest assumptions. Learn about
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Building a Stock Portfolio for a Debt-Averse World [Finominal]Stocks for a low-growth & high-interest rate environment should have high-quality characteristics However, there are many ways to define quality stocks Historically quality portfolios have not generated excess returns INTRODUCTION Ignoring the past is one of the biggest investing mistakes. However, simply looking back and expecting that history will repeat itself is likely an equally large