This is a summary of links featured on Quantocracy on Sunday, 10/01/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Tactical Asset Allocation in September (Now Adjusted for Timing Luck) [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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Smart Portfolios from @InvestingIdiocy [Reading the Markets]Robert Carver, author of Systematic Trading, has turned his attention to the thorny problem of portfolio construction. In Smart Portfolios: A Practical Guide to Building and Maintaining Intelligent Investment Portfolios (Harriman House, 2017) he deals with such topics as how to blend assets with different levels of risk, the reasons that forecasting returns is so difficult, and how to calculate