Factor investing, sometimes referred to as smart beta, involves allocating certain percentages of your portfolio towards defined characteristics that have ideally been shown to produce excess market returns. Additionally, factor analysis can be used to determine if your portfolio has produced any alpha over and above known characteristics which can be attributed to investor skill and not to simple factor exposure.
Tag archives: AssetAllocation
This is an adaptive asset allocation strategy that seeks to combine defensive (ie: volatility) and offensive (ie: momentum) components.
The EAA is a tactical asset allocation strategy that combines 4 factors to determine the optimal portfolio allocation and positions sizes.
The minimum correlation algorithm is a relatively new asset allocation strategy. The strategy is robust in its design, applies solid diversification principles and performs well in relation to other asset allocation strategies.