Many investors wish they’d really know if a fund manager really does have claimed market timing skills: entering markets in advance of when they are rising and exiting, or shorting them when they are declining. Now they can!
Active Allocator employs a Kalman Filtering approach to measure the skills based component of active management returns. We separately quantify value generated through market timing and security selection decisions over various market regimes and detail the characteristics of Alpha.
Check out our portal or read our insights at https://www.activeallocator.com/insights