Reviews of Volatility-Based Allocation

My research team at Empiritrage, LLC posted an interesting idea–very new and in need of further R&D–on volatility-based allocation:

When Empiritrage released the initial report we were hoping others in the blogosphere would continue to work on the idea.

Our dream came true:

If you’ve done any work on the system, please share and I’ll post. I know there are multiple ways in which investors can improve upon the VBA system Empiritrage originally explored.

 

About the Author

Wesley R. Gray, Ph.D.Better known as "The Turnkey Analyst, Ph.D.", Executive Managing Member, Empiritrage, LLC, Assistant Professor of Finance, Drexel University’s LeBow College of Business, United States Marine Corps, Captain, Ground Intelligence Officer, Published author; featured speaker, author, and lecturer at numerous venues (top-tier universities, museums, radio, and television), Ph.D./M.B.A. Finance, University of Chicago Booth School of Business, B.S. The Wharton School, University of Pennsylvania, magna cum laude Wes' homepage is at http://welcometotheadventure.com/View all posts by Wesley R. Gray, Ph.D. →

Disclaimer: TurnkeyAnalyst.com is not an investment adviser, brokerage firm, or investment company. The use of any information on this site does not guarantee performance. Past results are not necessarily indicative of future performance. Empiritrage and TurnkeyAnalyst.com are both owned in part by Wesley R. Gray, Ph.D.