Mar 15 2023

Avoid Equity Bear Markets with a Market Timing Strategy – Part 2

published by	Radovan Vojtko
in blog	QuantPedia
original entry	Avoid Equity Bear Markets with a Market Timing Strategy – Part 2

factor allocation market timing own-research sentiment trendfollowing uncategorized

In this second installment in a series of three articles, we will continue with our goal to construct a market timing strategy that would sidestep the equity market during bear markets. A few days ago, we started with price-based market timing strategies. Today, we will focus on macroeconomic indicators and predictors derived from the movements in the commodity markets. The post...

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Avoid Equity Bear Markets with a Market Timing Strategy – Part 2

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