article thumbnail

Relative Sentiment and Machine Learning for Tactical Asset Allocation: Out-of-Sample Results

Alpha Architect

We examine Sentix sentiment indices for use in tactical asset allocation. Europe, Japan, and Asia ex-Japan by taking the difference in 6-month economic expectations between each region's institutional and individual investors. In particular, we construct monthly relative sentiment factors for the U.S.,

article thumbnail

Asset Allocation: Developing a Long-Term Investment Strategy for Mission-Driven Organizations

Brown Advisory

Asset Allocation: Developing a Long-Term Investment Strategy for Mission-Driven Organizations. When putting a plan in place, we believe it is critical for any mission-driven organization to develop an effective, long-term asset allocation strategy to manage its endowment assets. Tue, 09/06/2022 - 10:30.

Insiders

Sign Up for our Newsletter

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

article thumbnail

2024 Economic & Market Outlook

Advisor Perspectives

Our 2024 Economic & Market Outlook covers: Is the recession of 2023 coming in 2024? What the “new rate regime” means for portfolios and strategic asset allocations Trends and opportunities in Fixed Income and Equities But not until inflation has sufficiently cooled.

article thumbnail

Monday links: following a recipe

Abnormal Returns

Asset allocation Asset allocation is not a science. insights.finominal.com) Economy Aging isn't great for economic growth. obliviousinvestor.com) Diversification reduces the risk of adverse outcomes. barrons.com) Strategy Everyone and everything ends up underperforming at some point.

article thumbnail

Economic Forecasting is a Waste of Time

Advisor Perspectives

Ignore the “noise” of the market and adhere to your well-thought-out asset-allocation strategy that acknowledges both the virtual certainty of recessions and bear markets while also recognizing that trying to time the market based on economic forecasts is likely to prove counterproductive.

article thumbnail

Top clicks this week on Abnormal Returns

Abnormal Returns

(abnormalreturns.com) Top clicks this week Just because you can invest in alternative assets, means you should. awealthofcommonsense.com) Shifting your asset allocation based on economic forecasts is a fool's errand. realreturns.blog) The stock market is almost always in a drawdown.

article thumbnail

Research links: costly bond funds

Abnormal Returns

mrzepczynski.blogspot.com) Economics How does the stock market do when the Fed is on pause? systematicindividualinvestor.com) Does economic trend add value above price trend? (aqr.com) How should investors rate hedge fund performance?