During 2013 several asset allocation strategies have been presented on this blog. However, all these studies are tailor made for the specific parameters required by the strategy involved. To accommodate the exploration of similar strategies for DIY retail investors a flexible framework would come in handy. And so we have arrived at the rationale of the "All-In-One" Adaptive Asset Allocation suite.
The AAA suite is intended for backtesting numerous asset
allocation strategies like
TAA,
GMR,
FAA but also
GMRE or
BRS (published by
Frank Grossmann on Seeking Alpha). The suite consists of two studies:
-
AAA_Allocation: for showing historical and present asset allocation (required for "live" trading).
-
AAA_Equity: for getting an impression* of portfolio wise performance (non essential).
The suite supports portfolio sizes with up to 12 assets next to a cash proxy.
Rebalancing of capital between the TopX assets is equal weighted.
