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  • Quant Approach to TAA: Equity-Like Returns with Bond-Like Volatility [View article]
    quaazy1,

    Go up to the top of this page and under Mebane's picture is a section for "Bio and more articles." About 6-7 articles down you'll find the original article that this post is updating. It is titled: "A Quantitative Approach to Tactical Asset Allocation." It may just change the way you invest.

    Although I've never had the pleasure of meeting Mebane, I've used a very similar system for well over 10 years. I found it uncanny that his article proved the results I've been able to achieve. As Mebane states: "The empirical results are equity-like returns with bond-like volatility and drawdown, and over thirty consecutive years of positive returns." Believe him and thank him for sharing his research.
    Aug 01 18:44 pm |Rating: 0 0
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