Rotation and Timing Models Combined

by: M F

One of the benefits of writing a blog: readers from around the world take your research, verify/disprove it, improve it, and take it in new directions. Thanks to PC for the following charts. Monthly data (and from the looks of it excludes T-bill yield when sitting in cash).

Andrew Bary writes a Barron’s cover article on the endowments and no mention of The Ivy Portfolio? Shame on you Andrew. [click to enlarge]

euro monthly