DIY Asset Allocation Weights: January 2016

DIY Asset Allocation Weights: January 2016

January 5, 2016 Uncategorized
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(Last Updated On: January 5, 2016)

Do-It-Yourself tactical asset allocation weights are posted.

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DIY weights_Jan 2016

Exposure Highlights:

  • Full exposure to domestic equities and REITs.
  • Half exposure to long-term bonds.
  • No exposure to international equities or commodities.

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Definitions of common statistics used in our analysis are available here (towards the bottom)

About the Author

Tian Yao

Prior to joining the Alpha Architect team, Ms. Yao was a Research Assistant to Dr. Gray. She studied quantitative models and summarized over 200 academic articles on psychology and behavioral finance. Her prior experience includes work as a financial analyst at United Asset Growth (China) LLC, and as a business development intern for Shanghai Pudong Development Bank. Tian earned a Masters in Finance at Drexel University. She earned her Bachelors degree in Finance at Nanjing Normal University, China.

  • Raffi

    Hi Dr. Gray. I posted a while back, and love this book. I have one quick question for you. When using ROBUST, should we be comparing the Domestic Value and Domestic Momentum to the same index when instituting our risk management controls? I thought we should, but because Value and Momentum stocks have different qualities, I wasn’t 100% sure. Thanks for clearing this up!

  • Domestic is off of SP 500 Total Return Index
    International is off the EAFE Total Return Index