Note: an enhanced version of this strategy, BOND-COMP, is now part of the Economic Pulse Newsletter Most tactical asset allocation strategies focus on equites. That’s completely understandable. They are the highest return asset class over the long run and that is where most of the TAA research has been done. The principle factor that most TAA strategies exploit, momentum, also…
大圣电竞直播软件
TAA bond strategy on Allocatesmartly
Just a quick post today on the TAA bond strategy that I’ve posted on and keep track of here. Starting yesterday, the strategy is on AllocateSmartly. See the blog post discussing the details of the strategy and it’s historical performance. A few important items that I’d like to highlight follow. First, the strategy is slightly different from the original that…