Medium Term Asset Allocation with Machine Learning

#assetallocation #machinelearning #decisiontree #valuations #economics #financialregimes
Are you an asset manager or investor? Wondering how you can better construct your portfolio?
Watch our latest video and learn all about Asset Allocation including the overlooked medium-term horizon! 🌟
Your Learnings:
- Strategic Asset Allocation (SAA) vs Tactical Asset Allocation (TAA)
- The Medium-Term Asset Allocation (MTAA) helps to prevent drawdowns across 1-3 years!
- The multi-horizon framework and how it relates to finance and the economy 📈
Main Points:
- The medium-term is just as important as the long-term and the short-term
- Regimes can be likened to climates and asset classes to animals
- Performance of asset classes relative to economic regimes
- Decision trees and AI: complex asset allocation models 🔍
Watch Now!
- The main drivers of asset prices over the medium-term
- We use AI and simple decision trees because of ease of use and interpretation
- We can plug in macro scenarios and the current values of economic variables to get asset class preferences for the following 2 to 3 years
- A real life example of embedding AI within an asset allocation framework
- Practical advice on how to align your investment strategy with macro cycles
- How liquidity and credit cycles along with economic growth affect financial regimes
We look forward to guiding you through these ideas with real data and practical insights. Making sophisticated investment ideas understandable and easy to implement is our goal whether you’re an asset manager or just starting to invest.
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