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10 July 2015
Holiday Reading
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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...
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) ...
31 December 2014
About time, leverage and a few grains of salt (Synthetic Prices Part II)
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Just in time to be vintage 2014 I finally managed to write a long overdue blog post. Nevertheless thanks to a loyal crowd of readers this ye...
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...
15 July 2014
Value Investing By Proxy
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By many Benjamin Graham is considered to be the father of " value investing " and with his book "The Intelligent Investor...
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