taa investing

3 min read 2022-01-17 17:45:07

Volatility Curve Models 2021 Performance

Next up on the performance review for 2021 are the Volatility Curve Models that are part of the Quant Pulse service. For a quick background on these

2 min read 2022-01-10 20:03:24

Happy New Year to everyone! A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant

3 min read 2021-02-20 16:39:21

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2020 statistics. All portfolio

3 min read 2021-01-12 20:37:24

A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant Pulse Newsletters. I’ll also

3 min read 2020-11-03 16:07:08

This post is a follow up to my last post on the pain factor in TAA strategies. In that post I compared the various TAA strategies by three common

4 min read 2020-10-22 17:10:05

TAA strategies look amazing on paper. After all, what is not to like about higher absolute and higher risk-adjusted returns over a buy and hold

3 min read 2020-08-11 15:10:49

In today’ post, I’ll formally outline a model I’ve alluded to several times in the past, the VOL-COMP model. The model is a combination of the

1 min read 2020-04-25 15:07:07

A quick post today to let you know that my base strategy from the Economic Pulse Newsletter has been tested by AllocateSmartly and is now available

3 min read 2020-01-27 19:29:02

In today’s post I want to take a look at an alternative measure of risk in portfolios, the Ulcer Performance Index, and use it to rank the various

3 min read 2020-01-21 01:21:57

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2019 statististics. All

4 min read 2020-01-09 17:05:47

In this post I update my TAA Batting Averages post from last year. The introduction to that post sums up the intent of this excercise pretty well so

3 min read 2020-01-03 02:25:14

Happy New Year! It’s that time of the year to update portfolio performance statistics. It will take me a few more days to complete all my data

3 min read 2019-11-06 19:13:20

An alternative title for this post could be, the internet rediscovers momentum and hates it, episode 5,000…. Meb Faber posted the other day on a

3 min read 2019-08-06 15:49:02

Ok, one more bond post. I thought I was done with this little series of bond TAA posts but based on some feedback and some very astute questions from

2 min read 2019-07-28 17:00:47

This is my last post in the three part series on TAA bond portfolios before I get back to the equity side of things. Today I wanted to look at a way