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Episode 86 is a solo-Meb show.\nIt\u2019s been 10 years since Meb wrote \u201cA Quantitative Approach to Tactical Asset Allocation\u201d which is the top-downloaded paper of all time on SSRN. In the coming weeks, we\u2019re going to publish a retrospective on that paper in the Journal of Portfolio Management. So Meb thought this episode would be a good opportunity to revisit the original paper and perform his 10-year post mortem.\nHere\u2019s the abstract of the new paper, and the backbone for what you\u2019ll hear in this episode:\n\u201cIn this article, the author revisits his seminal paper on tactical asset allocation published over 10 years ago.\xa0How well did the market strategy presented in the original paper \u2013 a simple quantitative method that improves the risk-adjusted returns across various asset classes \u2013 hold up since publication?\xa0Overall, the author finds that the model has performed well in real-time, achieving equity-like returns with bond-like volatility and drawdowns.\xa0The author also examines the effects of departures from the original system, including adding more asset classes, introducing various portfolio allocations, and implementing alternative cash management strategies.\u201d\nIf you\u2019re not familiar with Meb\u2019s original \u201cA Quantitative Approach to Tactical Asset Allocation\u201d don\u2019t miss Episode 86. In many ways, this paper is foundational to the various market approaches Meb has adopted since.\nLearn more about your ad choices. Visit megaphone.fm/adchoices