Adding Short Term Models

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According to Robert Clemens (1989) “Forecast accuracy can be substantially improved through the combination of multiple individual forecasts”.   Today we begin implementation of a short-term adjustment to our HTUS portfolio. The short-term adjustment comes from one-day models based on seasonal, technical and fundamental factors, and sentiment data from MarketPsych, a company that specializes in behavioral finance. The short-term models are executed as an overlay to our core long-term position. As a result, our total position will change almost every day. We expect to add additional models in the near future that have forecast horizons that are between one day and six months.

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