This is a summary of links featured on Quantocracy on Saturday, 09/02/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Tactical Asset Allocation in August [Allocate Smartly]This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. While we dont (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Learn more about what we do or let AllocateSmartly help you follow these strategies in
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Improving Your Sharpe Ratio by Adding Additional Strategies [Geodesic Edge]Identifying and building a portfolio of uncorrelated trading strategies is the main aim of many quantitative hedge funds. Given that one would like to add a new strategy to an existing set of strategies, what is the marginal gain the can be expected over the status quo? In addition, how can one optimize the Sharpe ratio of this new set of strategies by allocating capital between different