Quantpicker

GTAA Added

Tuesday, 25 November 2014

We have added Global Tactical Asset Allocation to our list of universes - as a paid section.
You will now be able to achieve Sharpe ratio of 1.5+ as a result of combining GTAA with stock-picking strategies on other universes. A graph with an equity curve from GTAA can be seen below.


We have removed the Industry Neutral box - all backtests will be automatically industry neutral.
We have removed capitalization weighting algorithm (as it is our least favourite) and meaningless for GTAA.
Last, insider holdings factor was removed, as only few shares from Europe and UK publish this.