Quant Approach to TAA Paper Updated

I updated our 2006 paper “A Quantitative Approach to Tactical Asset Allocation”.  I am going to send it to The Idea  Farm list this Friday so make sure to signup!




This 70 page new update includes:

1.  Results are extended out-of-sample to include the years 2009-2012.

2.  Additional asset classes are included (from 5 to 13).

3.  Alternative cash management strategies are included.

4.  Additional conservative and aggressive approaches are included.

5.  Alternative allocations are included.

6.  FAQ Section with answers to over 20 common questions.