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3 Key Frameworks - VP August 2024 Asset Allocation Call

Asset allocation using leading indicators, capital cycle & crowding
Sep 01, 2024
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Transcript

This post is an excerpt from our August 28, 2024 market discussion video to VP clients. The full length, original video can be viewed here.

  • We discuss our recent thematic report: Asset Allocation Using LEIs, Capital Cycle and Crowding.

  • The VP Asset Allocation Engine uses a) LEIs to quantify the current macro outlook and make high level asset allocation decisions between equities and bonds, and b) capital cycle and crowding models to make more granular selection decisions across sectors within the equity allocation.

  • Our asset allocation process has been designed to be modular, so that the macro regime decision can be viewed separately from the equity sector allocation decision.

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The Variant Perception Blog
The Variant Perception Podcast
We build predictive investment models by combining timeless axioms with innovative techniques. Operating at the intersection of market history and data science, we believe that man + machine beats man or machine alone.
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