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Global Tactical Sector Allocation: A Quantitative Approach

blog.edarchimbaud.com

Global Tactical Sector Allocation: A Quantitative Approach

edarchimbaud
Sep 9, 2023
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Share this post

Global Tactical Sector Allocation: A Quantitative Approach

blog.edarchimbaud.com
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Original paper

SSRN-id1742422.pdf

Trading rules

  • Identify cyclical, defensive, and neutral sectors

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