From Regimes to Portfolios: An Interpretable Machine-Learning Framework for Strategic and Tactical Cross-Asset Allocation
An interpretable machine-learning framework linking regime identification to cross-asset portfolio construction earns 0.60 net Sharpe, not significantly different from a 60/40 benchmark.
Featured in No. 135 on 16 Oct 2026 · 4 days after release
- Released
- 12 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7595598
- Authors
- Chalam Raja Ankam
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).