This is a summary of links featured on Quantocracy on Wednesday, 06/12/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Market Timing with a Canary, Gold, Copper, LQD, IEF and much more [Alvarez Quant Trading]One commonality in my strategies is the inclusion of a market timing component. This could be a signal to go into cash or reduce position size or enter a safe ETF. This applies to my swing trading strategies, my monthly rotation strategies and my Tactical Assert Allocation strategies. As a researcher, I am always on a looking to improve this part of my strategies. There have been a handful
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The Threat of Rising Rates and the Impact on TAA vs B&H Investing [Allocate Smartly]Weve written a lot here and on our sister site BetterBuyAndHold.com about the threat of rising interest rates. You can read some of our past work projecting returns for Treasury ETFs and other interest rate sensitive assets here and here. In a nutshell, assuming that were near the tail end of this 37+ year march lower in interest rates, and in the coming decade(s) rates either rise or remain