The best part about blogging, as well as publishing your research, is when people take your work and improve upon it. Great job of combining risk parity and the timing model by Kirzner Fervor:
Component Tactical Asset Allocation: Part 1
Component Tactical Asset Allocation: Part 2
Component Tactical Asset Allocation: Part 3
Another Post regarding recessions and TAA
“There is an impressive and growing body of evidence demonstrating that investors and speculators don’t necessarily learn from experience. Emotion overrides logic everytime.” David Dreman
I should say so – Dreman’s closed-end Value Income Edge Fund (DHG) is trading at a 15% discount.
Really cheap historical stock data.
Learn card counting from the MIT blackjack team.
The Advantage of Persistence – How the Best Private Equity Firms Beat the Fade
“On a risk adjusted basis, private equity does not outperform the public capital markets.”