Market Timing with Index PE Ratio: Tactical Asset Allocation Backtest Part 1

Published on June 27, 2018 / By M. Pattabiraman Twitter: @pattufreefincal / 6 Comments

I am starting a new series on tactical asset allocation techniques based on market timing. In this first part, we will look at the index PE (price to earnings ratio) as a signal. In this series, results from a backtest with Sensex and/or S&P 500 data will be presented and is one of the most…

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Do we need to time the market?

Published on June 17, 2018 / By M. Pattabiraman Twitter: @pattufreefincal / 11 Comments

For a while now, I have been wanting to do a full back-test of multiple market timing or tactical asset allocation strategies. I used a speaking invitation as an excuse to create a spreadsheet where multiple models can be quickly tested with 1000s of time periods. While at it, I asked myself, do we need to…

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