Five Actionable Ideas for 2009

I thought I would summarize a few ideas I've mentioned on World Beta over the past few months as potential trading ideas based on some simple quant research: 1. Follow a simple tactical asset allocation model. With returns near flat, the model performed admirably in 2008 - look for an update to the white paper with out-of-sample numbers [more...]

Date: 2009-01-02 07:28:40

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Five Market Ideas for 2009

I thought I would summarize a few ideas mentioned on World Beta over the past few months as potential trading ideas based on some simple quant research. 1. Follow a simple tactical asset allocation model. With returns near flat, the model performed admirably in 2008 - look for an update to the white paper with out-of-sample numbers [more...]

Date: 2009-01-02 07:28:40

An Example of the Perils of Tactical Asset Allocation

Reading through the Management Discussion of Fund Performance for the Accumulus Talisman Fund reveals a textbook example of a major problem with tactical asset allocation: your call might eventually prove to be the right one but the market ... index futures contracts to freeze the Fund’s asset value until we could determine whether [more...]

Date: 2009-01-14 14:20:43

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