Tactical Asset Allocations of Large Asset Managers
“These tactical asset allocation views are reflected in positioning data from a survey of fund managers, in the time-series asset allocations of mutual funds, and in futures positioning.”
AssetEquitiesfutures, funds
StrategyMarket timingnews sentiment
TechniqueLarge language model
InputsFundamentalstext and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
Institutional-grade audit of this strategy.
£5 — Request the audit- Audit of the paper claims accounting for costs, luck, crises, originality, geography, etc.
- Reproduction code integratable into Bloomberg, IBKR, etc.
- Bias-free datasets for backtesting included
- Delivered in 2 working days
The paper's neighbourhoodMarket timing and tactical asset allocation by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
| Similar papers | citation | same method | same asset | same authors | |
|---|---|---|---|---|---|
| A Reconciliation Protocol for Tactical Asset Allocation: Forecasting, Exposure, and Economic Value in Relative-Performance Regimes by Tso and Shuang | 2026 | ||||
| Fund Manager Alpha in Tactical Asset Allocation by Lee | 2026 | ||||
| The Mechanical Virtue of Random Fourier Features and Model Complexity by Cartea and Shi | 2025 | ||||
| Performance of Indian Mutual Funds: A Study on Market Timing and Stock Selection by Maheswari | 2025 | ||||
| Performance of Funds of Funds (FOFs) in Brazil by Rochman and Eid | 2024 |