Updated Tactical Asset Allocation Results
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FOSS Trading: Updated Tactical Asset Allocation Results ·
Retrieved on February 6, 2010
In November, I used the strategy in Mebane Faber's Tactical Asset Allocation paper to provide an introduction to blotter. Faber has updated the strategy's results through the end of 2009. For those interested, he expands on the paper in his book, The Ivy Portfolio.
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- New and and updated packages on CRAN
- Package Boruta updated to version 1.3 with previous version 1.2 dated 2010-05-08
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