MGPraxis6,400 papers identified by name

Market timing and tactical asset allocation

80 papers on market timing and tactical asset allocation as a systematic trading strategy. Timing exposure to a market or across asset classes with rules, signals or regimes.

Also searched as: market timing strategies, tactical asset allocation, TAA, moving-average timing rules

Papers802000–2026
Share of the family100 %80 of 80
Asset
Method
Papers by yearMarket timing and tactical asset allocation
■ equities■ multi-asset■ commodities■ bonds and credit■ other assets2000352005201066720154420204462026■ equities■ multi-asset■ commodities■ bonds and credit■ other assets2000352005201066720154420204462026
Most cited in each assetcited byasset
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis by Han et al.Equities226Equities2013
Global Tactical Asset Allocation by Dahlquist and HarveyMulti-asset45Multi-asset2005
Market Timing with Moving Averages: Anatomy and Performance of Trading Rules by ZakamulinAsset not named33Asset not named2015
Can Commodity Futures be Profitably Traded with Quantitative Market Timing Strategies? by Marshall et al.Commodities26Commodities2007
Review on ‘A Quantitative Approach to Tactical Asset Allocation’ of Mebane T. Faber – Cambria Investment Management by MughalBonds and credit6Bonds and credit2011
Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation by Okunev and WilsonReal estate4Real estate2000
Timing Foreign Exchange Markets by Malone et al.Currencies1Currencies2012
Nature of VIX Jumps on Market Timing of Hedge Funds by Lin and GohVolatility and options1Volatility and options2011
Latest additionsasset
A Reconciliation Protocol for Tactical Asset Allocation: Forecasting, Exposure, and Economic Value in Relative-Performance Regimes by Tso and ShuangEquitiesEquities2026
Beyond DCA: Optimizing Monthly REIT Contributions with Relative Market Timing Além do DCA: Otimizando Aportes Mensais em FIIs com Timing Relativo by RossiterReal estateReal estate2026
Beyond Binary: A Ternary Regime Framework for Tactical Asset Allocation by RichmanMulti-assetMulti-asset2026
A Unified Theory of Strategic and Tactical Asset Allocation by AlonsoMulti-assetMulti-asset2026
A Causal Regime-Risk-Stability Framework for Global Tactical Asset Allocation by BailerMulti-assetMulti-asset2026

Assets with their own page

62 papers
Market timing in equities35
Market timing in multi-asset27

Market timing in commodities

3 papers
cited bymethod
Commodity Forecasting for Tactical Asset Allocation by Klement0Classical time series2009
Can Commodity Futures be Profitably Traded with Quantitative Market Timing Strategies? by Marshall et al.262007
Tactical Asset Allocation to Gold by Daly42005

Market timing in bonds and credit

3 papers
cited bymethod
Avoid Equity Bear Markets with a Market Timing Strategy by Ďurian and Vojtko02023
Simple and Effective Market Timing with Tactical Asset Allocation by Glenn12014
Review on ‘A Quantitative Approach to Tactical Asset Allocation’ of Mebane T. Faber – Cambria Investment Management by Mughal62011

Market timing in real estate

3 papers
cited bymethod
Beyond DCA: Optimizing Monthly REIT Contributions with Relative Market Timing Além do DCA: Otimizando Aportes Mensais em FIIs com Timing Relativo by Rossiter02026
The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes by Glabadanidis02023
Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation by Okunev and Wilson42000

Market timing in currencies

1 paper
cited bymethod
Timing Foreign Exchange Markets by Malone et al.1Bayesian +12012

Market timing in volatility and options

1 paper
cited bymethod
Nature of VIX Jumps on Market Timing of Hedge Funds by Lin and Goh12011

Market timing, no asset class named

7 papers
cited bymethod
Sharpe Ratio Timing with Stop Loss by Han et al.2025
The Determinants of Volatility Timing Performance by Taylor62022
Forecasting skill and volatility timing performance by Taylor02020
Market Timing with Moving Averages: Anatomy and Performance of Trading Rules by Zakamulin332015
Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability by Isakov and Marti62011
Market Timing & Trading Strategies Using Asset Rotation by Schizas and Thomakos12010
A Note on Nonsense Predictive Regressions Arising from Structural Breaks by Butler et al.82006

Papers on market timing from other families

6 papers
filed under
Factor Timing; a Risk and Mispricing Approach by Botshekan and RezayatiFactor investing2025
Optimal Entry and Exit with Signature in Statistical Arbitrage by Ning et al.Pairs trading and statistical arbitrage2024
Risk on-Risk off: A regime switching model for active portfolio management by Dapena et al.Macro signals and regime strategies2019
Mean Reversion Trading with Sequential Deadlines and Transaction Costs by Kitapbayev and LeungShort-term reversal2018
Tactical Asset Allocation with Commodity Futures: Implications of Business Cycle and Monetary Policy by Nguyen and SercuMacro signals and regime strategies2010
How to Make Money in a Bear Market: Learning from Options and Futures Traders by Basu et al.Macro signals and regime strategies2007
Papers tagged from title and abstract by MarketGraphs Praxis. Citation counts from OpenAlex.
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