Learning From Mebane Faber's "A Quantitative Approach to Tactical Asset Allocation"
Quantitative market timing utilising a 10-month moving average approach reduces portfolio risk significantly.
01 April, 2013
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Learning From Mebane Faber's "Relative Strength Strategies for Investing"
The paper explores Relative Momentum strategy on Equities Sectors.
01 June, 2010
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