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Showing posts with label Rotation. Show all posts
Showing posts with label Rotation. Show all posts
06 May 2015

EAA Piloting Quarterly Sector Rotation With C(r)ash Protection

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This post will cover a detailed look into quarterly sector investing using the EAA-model previously introduced (see here ). For the sector i...
11 January 2015

A Primer on Elastic Asset Allocation According to Keller & Butler

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In a brand new 2014 paper " A Century of Generalized Momentum; From Flexible Asset Allocations (FAA) to Elastic Asset Allocation (EAA) ...
24 August 2014

Engineering Returns With Multi Asset Universes

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Before the engineering starts: Only four months ago, the pageview counter passed the 100,000 milestone. In all likelihood the 200,000 mark w...
03 May 2014

Harvesting Momentum: Let's Kick Tires With AmiBroker [ Part III - Final ]

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The previous posts in this series covered a basic Tactical Asset Allocation approach with with signals taken from the daily and the weekly ...
21 April 2014

Harvesting Momentum: Let's Kick Tires With AmiBroker [ Part II ]

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In Part I of this series the frame work for a basic Tactical Asset Allocation strategy was discussed using two ETF's representing stock...
23 March 2014

Harvesting Momentum: Let's Kick Tires With AmiBroker [ Part I ]

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Developing indicators and strategies is great, putting them to a stress test by mr. Market is better. But how? As we speak, thinkDesktop doe...
23 November 2013

Flexibile Asset Allocation With C(r)ash Protection

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The " Conceptual sketch " posting presented a survey for designing a portfolio that generates stable profits during every type of...