This is a summary of links featured on Quantocracy on Friday, 05/03/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Make Things Easy on Yourself: Roll up Small Asset Positions [Allocate Smartly]Here are some things we know about Tactical Asset Allocation: (Learn more: What is TAA?) We shouldnt go 100% all in on just one TAA strategy. That introduces specification risk, or the risk that weve bet on an underperforming horse. Instead, we should combine multiple strategies together into what we call Model Portfolios. When trading a diversified combination of TAA strategies,