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Against the Status Quo

Implementation of Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning

January 2, 2018 by Aaron Gilman

I replicated another tactical ETF strategy in QuantConnect that I think is somewhat interesting. The guys over at AllocateSmartly do a lot of replication on these types of strategies (and do a great job). Rather than rephrase everything in my own words, you are probably better served reading the write up they did on the strategy here. Results are pretty good for what it is.

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About Me

I serve as the Chief Investment Officer for Independent Financial Partners and President of IFP Asset Management. I am a CFA® charterholder, and also have the CFP® designation.

In my spare time I taught myself how to write code in R, Ruby and Python. I use these skills to explore investing and accelerate the way I consume market data.

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Securities offered through IFP Securities, LLC, member FINRA/SIPC. Investment advice offered through IFP Advisors LLC, a registered investment adviser. IFP Securities, LLC and IFP Advisors, LLC are two separate entitles under common ownership, and Independent Financial Partners (IFP) is a dba for both entities.