Adam Butler - The "Ultimate Gift" (S1E1)
Flirting with Models
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Quantitative Approach to Tactic Asset Allocation by Faber
Dr. Tettlock started out using, in practice, many of the techniques that Faber described in his quantitative approach to tactical asset allocation and his sector-relative strength paper. He found Excel just to be excruciating to work with so he outsourced some of the research to another group of quants who had been using more advanced tools. The best strategy is a good strategy the clients can stick with; this long short approach was not something we felt our clients could stick with long term.
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