Our Models
Asset Allocation Framework
A structured, regime-aware allocation system designed to support disciplined capital allocation across asset classes under changing macroeconomic and market conditions.
What it is
What is the Asset Allocation Framework?
The Asset Allocation Framework is a proprietary decision-support system developed by 20Quant to guide portfolio allocation across equities, fixed income, and real assets using a structured, macro-consistent approach.
Inspired by academic research on strategic asset allocation, macro regimes, and risk premia, the framework integrates macroeconomic signals, valuation metrics, and risk indicators. It is designed to support medium-term allocation decisions across regimes, not tactical trading or short-term forecasting.
Academic Foundations
Grounded in academic research on asset allocation, macro-finance, and long-term risk premia.
Multi-Asset Design
Integrates equities, fixed income, and real assets within a unified allocation framework.
Regime-Aware Structure
Adjusts allocation guidance based on macro conditions, policy dynamics, and risk regimes.
Availability and coverage
Asset Allocation Framework outputs are available across major developed markets and integrated within our broader macro, regime, and state-of-the-market monitoring frameworks.
Why It’s Relevant
Allocating capital across regimes, not narratives
Asset allocation outcomes are driven by macro regimes and risk premia, not short-term market stories.
Beyond static allocation
Moves beyond fixed allocations by adapting to changing macro and policy environments.
Risk-premia focused
Supports allocation decisions grounded in expected compensation for risk, not return forecasts.
Decision-ready guidance
Delivers structured, auditable inputs suitable for disciplined portfolio allocation frameworks.
