Model Investor Portfolios

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GTAA Based Portfolios

On Sep 23, 2020 I changed the datasource from FINVIZ to Tiingo. The Google sheet below contains all of the asset classes described in Meb Faber’s GTAA 13 portfolio. Those asset classes are also the base for his more aggressive trend following portfolios AGG3 and AGG6. For more information on these portfolios go to the Portfolios page. The sheet below is automatically…

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Portfolios

This page is a list of the various portfolios I frequently talk about on the blog, along with links to the portfolio source material and/or my posts describing the portfolios. I also have three sub pages. One has the daily status of the GTAA13, AGG3, and AGG3 portfolios, and one has the status of two of Antonacci’s portfolios GEM and…

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Portfolio , Quant Investing

Putting together quant portfolios

One of the more overlooked areas of quantitative investing is how to integrate quant strategies into a diversified portfolio. Let’s look at a few of the issues involved and some possible solutions. I’ve discussed the big allocation decision already, i.e. how much to put into quant strategies vs bonds already. I think this decision should be primarily driven by how much…

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