Roundup: Tactical Asset Allocation
This is a roundup of our recent posts talking about Tactical Asset Allocation (TAA). Unfamiliar with TAA? Click for a primer.
I’m very satisfied with where this research into TAA led. I’ve committed a portion of my own capital to my TAA model, and I’ll be sharing the model’s trades and tracking performance each month here on the blog.
Defines TAA and why it’s an important component of a broader portfolio (even for active traders like us).
Backtested results of my own take on TAA. The benefit of these types of models has not necessarily been generating return, but managing volatility and drawdown.
Walks through the model’s three-step approach: identifying uptrending asset classes, ranking and selecting asset classes to trade, and allocating to selected assets based on expected volatility.
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