Adaptive Asset Allocation


Dynamic Asset Allocation for Practitioners Part 4: Momentum Weighting

Dynamic Asset Allocation for Practitioners Part 4:
Momentum Weighting

To be crystal clear, our discussion will NOT focus on trying to identify which signals or parameters, or combinations of signals and parameters, are better or worse than others. While most quants – being tinkerers at heart – waste most of their time fine-tuning the parameters of …

Brexit: A Case Study in Diversificationand Downside Protection

Brexit: A Case Study in Diversification
and Downside Protection

Interestingly, while naively optimistic stock investors were caught flat footed, global government bond markets had been signaling that a British exit was a real possibility for most of the year. To wit, government bonds in Japan, Germany, and the United States …