Four months after Putamen Capital started trading, we continue to build and improve our database, model and quantitative trading strategy to guide our investment decision, with the goal of building an all-weather portfolio that outperform our benchmark (MSCI All Country World Index). This month we introduce an enhanced version of our tactical asset allocation andContinueContinue reading “Putamen Capital: March 2019 Bird Eye View”
Tag Archives: strategy
Putamen Capital: January 2019 Update
Our strategy last quarter to allocate small portion for equity paid off handsomely. Since we first launched our asset allocation model in October 2018, our model portfolio returned by 1.8% while our benchmark, MSCI ACWI, lost 6.0%. This month, the model recommends increasing the defensiveness of the portfolio by allocating 100% to bonds, a safe-havenContinueContinue reading “Putamen Capital: January 2019 Update”
December 2018: Outlook, Update On Asset Allocation Model and Sector Valuation Overview
Thesis Review, US Treasury and Emerging Markets Prior to discussing our model update and 2019 sector outlook, we want to review our investment thesis from last month (Nov 24th), which has been panning out nicely. In the post we wrote: “In the anticipation of Fed backing-off from rising rates further in 2019, we do believeContinueContinue reading “December 2018: Outlook, Update On Asset Allocation Model and Sector Valuation Overview”
World Equity Valuation, Profitability, and Solvency Ranking
This year proved to be a volatile one, starting with the volatility jump in February, which led to emerging markets turmoil. Argentina and Turkey have suffered from increasing inflationary pressure that was exacerbated by the plunging currency, and other emerging market countries have suffered too, albeit at a lower intensity. Chinese A-share has been beatenContinueContinue reading “World Equity Valuation, Profitability, and Solvency Ranking”
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