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.