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Showing posts with label
Tactical
.
Show all posts
Showing posts with label
Tactical
.
Show all posts
12 April 2015
Sampling Universes with EAA
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In this post several universes will be sampled using the Elastic Asset Allocation model . The universes under review are: - CXO Advisory...
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) ...
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...
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