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
BotFinder analysis pending.
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
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