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Roman Chuyan
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Roman Chuyan, President Model Capital Management LLC is a tactical investment manager. As opposed to buy-and-hold strategies that follow the market's ups and downs, tactical management adjusts the asset mix in order to reduce the market downside, but to participate in the upside. Model Capital... More
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Model Capital Management LLC
  • Performance Analytics Announces Upgrade To Models Used To Forecast Equity Market Returns 0 comments
    Aug 9, 2012 4:45 PM | about stocks: SPY, OEF, SLY, IVE, IVW

    BOSTON, Aug. 2, 2012 - Performance Analytics (http://www.taacomplete.com) - a leading provider of tactical asset allocation research for investment management - announces a significant upgrade to its suite of asset allocation models. Using its unique PAR Model™ for equities, Performance Analytics provides actionable, result-driven asset allocation research.

    Performance Analytics has made the following enhancements to its U.S. equity models:

    • Added new factors to the set used to forecast six-month returns of the S&P 500 index , increasing the number of factors from 15 to 22.
    • Improved back-testing forecasting power (R-squared) for the S&P 500 to about 60% from 50% over the last five years. R-squared measures the portion of variability in index returns that was forecast correctly, with 0% being a pure-guess no-skill situation.
    • Added four indices to its models: the S&P 100, S&P 600 Small Cap, S&P 500 Value, and S&P 500 Growth. Forecasting of expected six-month returns for these indices will allow investment managers to make informed allocation decisions in these segments of the market.

    read the full story here: http://www.reuters.com/article/2012/08/02/idUS125816+02-Aug-2012+PRN20120802

    Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.

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