Posts made in December, 2014

By Rob on Dec 16, 2014 in Uncategorized | 2 comments

A backtest simulation was performed to help understand the impact of two simple technical metrics applied sequentially to understand their role in an algorithm to rank the top two funds in a portfolio to buy each month. Active Asset Rotation is a technique to rotate investments into the funds likely to do well for the following month. (or other period) The concept...