Mebane Faber’s article A Quantitative Approach to Tactical Asset Allocation has been widely cited by many tactical asset allocation articles. It is a simple equal weight timing model that uses equal weights on five major asset classes: US Equity: Vanguard 500 Index VFINX International Equity: Vanguard International Equity VGTSX REITs: Vanguard REITs Index VGSIX Commodities: Oppenheimer Commodity [...]
Mebane Faber’s article A Quantitative Approach to Tactical Asset Allocation has been widely cited by many tactical asset allocation articles. It is a simple equal weight timing model that uses equal weights on five major asset classes: US Equity: Vanguard 500 Index VFINX International Equity: Vanguard International Equity VGTSX REITs: Vanguard REITs Index VGSIX Commodities: Oppenheimer Commodity [...]