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alvarezquanttrading.com | ||
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blog.fosstrading.com
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| | | | | [AI summary] The post performs an out-of-sample analysis of five adaptive asset allocation strategies using R, concluding that tangible performance benefits seen in backtests were diminished by the 2022 market conditions. | |
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jonathankinlay.com
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| | | | | An extract from the chapter on pairs trading from my forthcoming book Equity Analytics | |
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quantstrattrader.com
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| | | | | This post will introduce KDA Asset Allocation. KDA -- I.E. Kipnis Defensive Adaptive Asset Allocation is a combination of Wouter Keller's and TrendXplorer's Defensive Asset Allocation, along with ReSolve Asset Management's Adaptive Asset Allocation. This is an asset allocation strategy with a profile unlike most tactical asset allocation strategies I've seen before (namely, it barely... | |
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ritholtz.com
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| | | Macro Perspective on the Capital Markets, Economy, Geopolitics, Technology, and Digital Media | ||