TAA Investing

TAA Strategy Performance Ranks For 2021

Happy New Year to everyone! A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant Pulse Newsletters. I’ll also discuss how the performance compares to other TAA strategies. Overall, it was a good year for my strategies and I’m quite pleased with how they are performing over the longer term. Let’s…

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Quant Investing

Momentum in individual stock quant strategies

One of the challenges of using a quantitative approach to investing in individual stocks is choosing the actual strategies to use among of sea of seemingly ever expanding strategies. In my quant work I’ve narrowed down the universe of strategies to 11 but that is still an overwhelming number of strategies to select from. In practice, you usually have to…

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Quant Investing , TAA Investing

Comparing Portfolio Performance (1973 To 2020)

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2020 statistics. All portfolio stats were gathered using AllocateSmartly, P123, and various other sites like MSCI. Obviously, there are many more portfolio options out there. This is just a sampling of three main portfolio varieties; buy and hold, TAA (tactical…

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TAA Investing

TAA Strategy Performance for 2020

A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant Pulse Newsletters. I’ll also discuss how the performance compares to other TAA strategies. Let’s dive in. First, let’s look at the TAA strategies that are part of the Economic Pulse Newsletter. The table below shows various performance statistics for…

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TAA Investing

The Pain Factor in TAA Strategy Implementation

TAA strategies look amazing on paper. After all, what is not to like about higher absolute and higher risk-adjusted returns over a buy and hold portfolio? But in the real world when implementing TAA strategies there are a few common barriers that limit and make difficult their implementation for many investors. I call it the “Yeah, but..” or the Pain…

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General

Ten Year Blogiversary!

Wow! I just realized this morning that 2 days ago, September 14th, was my 10 year blogiversary. When I started writing this blog I never imagined I would still be doing it 10 years later. I wrote my first blog post in our first year of full-time RV’ing across the US while we were following the Lewis and Clark trail…

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