Alpha Architect » Tactical Asset Allocation
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Our mission is to empower investors through education in order to develop sustainable investors. Asset allocation is all about determining how to divvy up your portfolio across various classes of investment opportunities in order to achieve your portfolio mission. Explore our Tactical asset allocation blogs written by experts.
Alpha Architect » Tactical Asset Allocation
2d ago
Do-It-Yourself trend-following asset allocation weights for the Robust Asset Allocation Index
DIY Trend-Following Allocations: May 2024 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more
Alpha Architect » Tactical Asset Allocation
3w ago
The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref] Factor Performance Factor Premiums Factor Data Downloads
Global Factor Performance: April 2024 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more
Alpha Architect » Tactical Asset Allocation
1M ago
Full exposure to domestic equities.
Full exposure to international equities.
Full exposure to REITs.
Partial exposure to commodities.
Partial exposure to intermediate-term bonds.
DIY Trend-Following Allocations: April 2024 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more
Alpha Architect » Tactical Asset Allocation
2M ago
Short squeezes are often associated with a large positive jump in the price of a stock. Filippou, Garcia-Ares, and Zapatero demonstrated that skewness-seeking investors try to identify securities that could experience a short squeeze in the near future and are willing to pay a premium for them. That results in an overvaluation of the options and, on average, negative returns. Investors are best served to avoid investments with lottery-like distributions. One way to do that is to turn a blind eye to social media sites like Robinhood and Reddit so you don’t get caught up in the hype and exciteme ..read more
Alpha Architect » Tactical Asset Allocation
2M ago
Full exposure to domestic equities.
Full exposure to international equities.
Partial exposure to REITs.
No exposure to commodities.
Partial exposure to intermediate-term bonds.
DIY Trend-Following Allocations: March 2024 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more
Alpha Architect » Tactical Asset Allocation
3M ago
The following factor performance modules have been updated on our Index website.
Global Factor Performance: February 2024 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more
Alpha Architect » Tactical Asset Allocation
3M ago
Full exposure to domestic equities.
Full exposure to international equities.
Partial exposure to REITs.
No exposure to commodities.
Partial exposure to intermediate-term bonds.
DIY Trend-Following Allocations: February 2024 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more
Alpha Architect » Tactical Asset Allocation
4M ago
Full exposure to domestic equities.
Full exposure to international equities.
Full exposure to REITs.
No exposure to commodities.
Partial exposure to intermediate-term bonds.
DIY Trend-Following Allocations: January 2024 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more
Alpha Architect » Tactical Asset Allocation
5M ago
The timing of equity factor premiums has a strong allure for investors because academic research has found that factor premiums are both time-varying and dependent on the economic cycle.
The Temptation of Factor Timing was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more
Alpha Architect » Tactical Asset Allocation
5M ago
Standardized Performance
Factor Performance
Factor Exposures
Factor Premiums
Factor Attribution
Factor Data Downloads
Global Factor Performance: December 2023 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience ..read more