一种方法是利用SPY(S&P500标普500股票),VEU(FTSE All-World ex-US 股票),BIL(SPDR/Bloomberg/Barclays 1-3月 T-Bills一年期国债)和BND(Vanguard总债券市场)ETF分别作为每种资产类别的代理。 在每个月的第一个工作日:(1)判断SPY12个月的回报是否超过VEU (2)如果是,判断SPY12个月的回报是否超过BIL。如果是...
一种方法是利用SPY(S&P500标普500股票),VEU(FTSE All-World ex-US 股票),BIL(SPDR/Bloomberg/Barclays 1-3月 T-Bills一年期国债)和BND(Vanguard总债券市场)ETF分别作为每种资产类别的代理。 在每个月的第一个工作日:(1)判断SPY12个月的回报是否超过VEU (2)如果是,判断SPY12个月的回报是否超过BIL。如果是...
投资者自己依照需求建置 2. 购买投资组合策略所需的基金或ETF。 大部分的投资者是使用ETF或基金进行配置。 3. 每季或每年重新再平衡。 再平衡是只买卖每种资产的部分比例,以便配置回到原始投资组合策略需要的比例。由于使用战术型资产配置,因此投资者可能需要每月或更频繁的重新再平衡。 $标普500ETF-SPDR(SPY)$$...
The BMO Tactical Global Asset Allocation ETF Fund Series F's main objective is to achieve a high level of after-tax return, including dividend income and capital gains. Start investing today.
我们先玩儿一把大的,从全球市场、多品种的ETF量化组合开始 这篇文章会介绍一种交易策略,我们先玩儿一把大的,从全球市场、多品种的ETF量化组合开始,后续还会有一些细分领域的量化策略和交易方法介绍。 在零售量化交易中,系统交易通常是短期交易频率的代名词。每日的和当日的策略都会受到大量的社区用户关注,所以热门的系...
The article discusses the highlights of a panel held at the 2012 Morningstar Investment Conference wherein analysts and industry professionals have declared how tactical asset allocation providers are influencing the way exchange-traded fund providers are developing products.Jardine...
$中概互联网指数ETF-KraneShares(KWEB)$ 贝莱德策略师超配中国股票,因预计北京可能出台“重大财政刺激措施”,或将推动投资者入场。 该公司全球首席投资策略师Wei Li领导的团队周一在给客户的报告中写道,“我们认为短期内有适度增持中国股票的空间,原因是其较发达市场股票的折让接近纪......
Tactical asset allocation (TAA) refers to an active management portfolio strategy that shifts asset allocations in a portfolio to take advantage of market
In this article we are going to introduce tactical asset allocation (TAA). We will define its investment approach—particularly as it relates to systematic methodology. We will discuss how TAA differs from both buy & hold and shorter-term strategies, pre
We're an independent, privately owned firm focused on quantitative asset management. ABOUT US HTAA serves as an Adviser to an ETF, utilizing advanced algorithms as well as macro and technical indicators to anticipate future market returns. Strategies are stress tested using over 20 years of histor...