Category: Weekly Commentary (Page 8 of 21)
We revisit the idea of portable beta to introduce a tactical 90/60 model, which uses value, trend, and carry signals to govern equity and bond exposure.
In this commentary, we ask whether a business-cycle-based approach to factor timing can be an effective way to govern style exposures.
The perfect withdrawal rate in a retirement portfolio contains more risk than meets the eye. The order of returns is extremely important.
Using simulation techniques, we aim to explore how different trend speed models behave for different drawdown sizes, durations, and volatility levels.
Tactical Credit
By Corey Hoffstein
On June 3, 2019