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Will left a comment in the discussion Hybrid Asset Allocation
# Calculate total returns for each period returns_1m = (prices[-1] / prices[-21])^(252/21)...
Will left a comment in the discussion Hybrid Asset Allocation
You are not using ANNUALIZED returns for the momentum calculations, just period returns. This is...
Will left a comment in the discussion Hybrid Asset Allocation
One issue is your safe universe only includes BIL when it should just be whatever the best...
Will left a comment in the discussion Hybrid Asset Allocation
Also you can't simply use the prices of fixed income ETF's to get their total return which is what...
Will left a comment in the discussion Hybrid Asset Allocation
# Calculate total returns for each period returns_1m = (prices[-1] / prices[-21])^(252/21)...
Will left a comment in the discussion Hybrid Asset Allocation
You are not using ANNUALIZED returns for the momentum calculations, just period returns. This is...
Will left a comment in the discussion Hybrid Asset Allocation
One issue is your safe universe only includes BIL when it should just be whatever the best...
Will left a comment in the discussion Hybrid Asset Allocation
Also you can't simply use the prices of fixed income ETF's to get their total return which is what...
11 months ago