April 2019 Commentary

In these posts, we take our monthly fund factsheet commentary and extend on it with some thoughts and charts. Passive Allocator’s portfolio allocation depends purely on Momentum calculated in a quantitative/mechanical way, however prices always move due to some...

March 2019 Commentary

In these posts, we take our monthly fund factsheet commentary and extend on it with some charts & thoughts that are affecting our thinking and also our underlying asset class universe. Passive Allocator’s portfolio allocation depends purely on Momentum...

2017 ETF Fund Flow Data

In this text light , data heavy blog post we look at snapshot fund flow data for ETFs in 2017. Not sure if this has an informational edge for tactical asset allocation, however we can surely see which asset classes, sectors and fund houses raked it in! All Data...

Do any form of Long VIX Strategies work?

As passive investing thinkers, we are always devising mechanical rules that can be either made into a quasi-index or at least a service that can be automated. Recently the team was researching different forms of downside protection on long only, buy and hold...