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TAA Investing

Relative momentum vs timing in the GTAA AGG portfolios

Paul / June 8, 2015

In today’s post I want to take a quick look at the role of timing in the GTAA AGG portfolios. What impact does timing have on the performance statistics of the AGG3 and AGG6 portfolios versus not using timing at all in the portfolios. The results will surely surprise some. The dominant impact to the performance of the AGG portfolios is…

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