An Express web app demonstrating a Thrift Savings Plan investment model based on Mebane Faber’s paper, A Quantitative Approach to Tactical Asset Allocation. Faber describes an investment system that is based on comparing the current price of a fund to the 10-month simple moving average (SMA) of that fund, and making a buy/sell decision based on that comparison.
The app pulls fund data from the Thrift Savings Plan website and computes an investment position.
