Cliff Asness: Market Timing In Back In The Hunt For Investors

Ted

FYI: Market timing often considered a sin, can be a virtue if used correctly.
Regards,
Ted
http://www.institutionalinvestor.com/article/3505321/asset-management-hedge-funds-and-alternatives/market-timing-is-back-in-the-hunt-for-investors.html?ArticleId=3505321&single=true#/.VkTwh3arSUk

heezsafe

Thanks, Ted. A lot of food for thought here, and certainly not written with the intention it be lightly read. How, and when, and to what extent, one would use the information in portfolio management .... well, that would require a clear mind and quite a bit of time to put it together. And some discipline, oh yes.

MikeM2

Read Sam Lee's note on his Severian site. He reviews a momentum strategy.

MikeM2

Mebane Faber and Wes Gray also follow trends according to their websites. Faber has suggested 1/3 of your AA to trend/momentum following.