tactical-asset-allocation

Unverified Other strategy on Multi by oronimbus. BotFinder score 18 out of 100.

Implements different approaches to tactical and strategic asset allocation

Source: github

Explorer/Multi/tactical-asset-allocation
18
Data index
MultiMedium risk⚠ Unverified

tactical-asset-allocation

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Net return
—
Max drawdown
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Sharpe
—
Profit factor
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Win rate
—
Track record
3.6y
BotFinder Analysis

BotFinder analysis pending.

About

tactical-asset-allocation

Tactical Asset Allocation (pyTAA) This package features a set of tools to backtest systematic, low-frequency strategies and compare various tactical asset allocation (TAA) programs. Asset allocation in general is about finding a balance between risk and reward whilst accounting for investment goals, time frames and risk preferences. Asset allocation often comes in three forms: Strategic, Tactical and Dynamic. Tactical asset allocation takes a more active investment approach and can be characterized as follows: - Active management of portfolio strategy that shifts allocation based on market trends or economic conditions (e.g. stocks, bonds, cash, commodities) - Benefits are diversification, drawdown control and overall risk management (MDD 0.75) - Typically strategies are absolute return (returns uncorrelated to markets/betas), relative return (beat benchmark) and total return (targeted return) Package This package is a current WIP and I update it whenever I find time. The goal of this package is to demonstrate different TAA techniques and how they perform through different economic c

Jupyter NotebookMITOpen-sourceasset-allocationbacktestingfactor-modelsportfolio-managementtrading-strategies
Track record

⚠ No verified equity curve — no track-record source connected.

Risk

Drawdown profile

Data unavailable — contact the owner.

Evidence

Verification ledger

Live-audited
Broker-verified
Capital-backed
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Historical evolution

How the score has moved

Recalculated at each data collection. Transparency means showing the bad weeks too.

No score history is stored yet — only the current score is shown.

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Alerts on changes: coming soon

Prop-firm compatibility

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Source
oronimbus
Since 2019 · 1 bots

Open-source maintainer on GitHub.

Trust 0Profile
Score & reliability18/100
Perf data0/35
Community0/25
Evidence8/20
Recency10/10
Verification0/10

Data-completeness & trust index (not a profitability rating)

Source facts
Stars54
Forks12
Open issues5
LanguageJupyter Notebook
LicenseMIT
Last update2024-12-23
Created2023-02-21
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