Whitepaper

Tactical Alpha – A Quantitative Case for Active Asset Allocation

Thank you for your interest in our whitepaper: Tactical Alpha: A Quantitative Case for Active Asset Allocation. With this 26-page paper, we hope to arm thoughtful Advisors, Consultants, and CIOs with a compelling case to commit greater resources to Active Asset Allocation, with the goal of improving long-term portfolio outcomes.

Among other topics, we cover the following:

  • How to identify truly ‘independent bets’ in portfolios with Principal Component Analysis to achieve meaningful diversification.
  • Why, notwithstanding the common misinterpretation of Brinson, up to 80% of portfolio behaviour really is attributable to asset allocation.
  • How Advisors and Individuals alike should think about portfolios, especially the potential benefits of “strategy diversification.”
  • Why active asset allocation can potentially improve portfolio outcomes by 40% or more.

Simply fill out the form to the right to download the report immediately. Thank you for your time and interest.

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