Quant BuffetRelax, Not Over Thinking
Log InLog In

bonds, commodities, currencies, equities, REITs · Global · bonds, ETFs · Monthly Paid

Keller’s & van Putten’s Generalized Momentum and Flexible Asset Allocation

Log in to collect

Academic paper

Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach

AuthorsWouter J. Keller; Hugo van Putten

Institute
  • Vrije Universiteit Amsterdam
  • VU University Amsterdam
  • Flex (Mauritius)
  • Capital University
  • Flex Capital BV

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2193735

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.

View pricing