As I write this the market has gone through what looks like another V shaped correction. After a few of these types of moves in succession we can no longer call it a fluke, it may not be the new normal but we have to expect that […]
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An Example of Forward Looking Due Diligence in System Development
When most investors do due diligence they look at past returns and expect them to persist into the future. Unfortunately, they rarely do. Forward looking due diligence takes past returns with a grain of salt, the goal is to determine where the returns came from and […]
Using Intra-Day Models to Improve Tactical Asset Allocation
Just about any form of tactical asset allocation (TAA) will work extremely well in a straight up market and a straight down market. However, many methodologies will struggle in a choppy market that either has no real trend or that moves so quickly that a TAA strategy […]
Why We Use Counter Trend Models
Counter trend models seek to buy into market weakness and sell into market strength. They expect that markets overreact and will be mean reverting in nature. When the market rallies they expect that the market will go to far and that some of that rally […]