Globe"Simplified Offensive, Defensive and Risk Mode Identification Momentum Strategy" describes a strategy that each month holds offensive (defensive) assets when average return on iShares TIPS Bond ETF (TIP) over the past 1, 3, 6 and 12 months is positive (negative). Is past return of TIP, which purely impounds investor expectations for U.S. inflation, a reliable.........
Mar 13 2023
TIP as Return Predictor Across Asset Classes [PREMIUM]
| published by | Steve LeCompte |
|---|---|
| in blog | CXO Advisory |
| original entry | TIP as Return Predictor Across Asset Classes [PREMIUM] |
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