Jeff Fredrickson

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Tactical Thrift

A TSP investment model
Last update August 30, 2022 59c0be1 [Tagged: nodejs, 11ty]
Screenshot of Tactical Thrift

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.


Tactical Thrift ›

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