At Twenty20 we have developed our own in-house analytics platform with the aim of helping to understand how to approach the topic of asset allocation as an adaptive process and how it relates to factor investing.
As an on-going research program we aim to share our findings with the wider community through our online backtesting platform. Week by week we will be adding new reference portfolios which will help illustrate a number of topics, including Adaptive Asset Allocation, Smart Beta ETFs and Factor Investing.