VAA (Vigilant Asset Allocation) was proposed by JW Keller in 2017, a dual-momentum based strategy with crash protection and momentum filter. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3002624
-
Notifications
You must be signed in to change notification settings - Fork 2
🔧 Implementation of WJ Keller's 2017 Vigilant Asset Allocation
License
lamhochit/vigilant-asset-allocation
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
🔧 Implementation of WJ Keller's 2017 Vigilant Asset Allocation
Topics
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published