Not exact matches
The good work
done over the last couple of years in the field of algorithmic
tactical asset allocation strategies may start to pay off during the next economic regime shift.
This approach works well if you have a strong strategic
asset allocation plan and you don't want to change that overall plan while you make your
tactical moves.
ETFs can also be excellent tools, but many advisors use them for
tactical asset allocation, sector plays and a lot of other nonsense that has nothing to
do with passive investing.
Valuation - based
tactical asset allocation has proven very hard to execute over time, for a simple reason: Asset - class valuations do not exhibit much mean rever
asset allocation has proven very hard to execute over time, for a simple reason:
Asset - class valuations do not exhibit much mean rever
Asset - class valuations
do not exhibit much mean reversion.
It follows that the
do - it - yourself investor should now concentrate on
tactical asset allocation shifts that would enhance his / her probability of minimizing loss in either a sharp correction or an uglier bear.
I decided to
do some backtests of his original
tactical asset allocation portfolios using relative strength instead of moving averages.
Last week I asked when using
tactical asset allocation and ETF rotation systems,
does the number of ETFs an investor chooses from impact returns?
When using
tactical asset allocation and ETF rotation systems,
does the number of ETFs an investor chooses from impact returns?
Faber
does a lot of great work on his site and also has a new
tactical asset allocation ETF coming out under the ticker GTAA.