This is a summary of links featured on Quantocracy on Monday, 09/28/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Safe Withdrawal Rates for Tactical Asset Allocation vs Buy & Hold [Allocate Smartly]In this post we model retirement Safe Withdrawal Rates (SWR) and Perpetual Withdrawal Rates (PWR) for a large collection of tactical and buy & hold strategies. We track 50+ tactical strategies, allowing us to draw some broad conclusions about TAA as a trading style. Learn more about what we do. Members: This post only includes summary data. For per-strategy results, please see the members
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Does Financial Leverage Make Stocks Riskier? [Factor Research]The leverage of US stocks has been increasing over the last four decades The most leveraged stocks did not generate higher returns than the least leverages ones However, they were also not riskier INTRODUCTION The IMF issued a warning on corporate debt in their latest Global Stability Report and highlighted the following concerns: The estimated share of speculative-grade debt in the corporate