Updated Tactical Asset Allocation Results

[This article was first published on FOSS Trading, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
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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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