Dynamic Asset Allocation for Practitioners


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 …