This is a test of the Generalized Protective Momentum (GPM) strategy from JW Keuning and Wouter Keller. The strategy builds off of the authors’ popular Protective Asset Allocation (PAA) model.
Quant trading for the masses. It costs 99 dollas/mo
Longest ever momentum trading back test -its profitable.
Limits to fundamental analysis.
How history of risk informs portfolio design.
Fed balance sheet not correlated with changes in S&P.
Lot of other interesting posts as well. (Balance sheet recession over)