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I have built an asset allocation model (plain vanilla risk parity) but I would like to adapt the initial asset allocation with respect to potential futures changes in the trends of the assets under management. Let's say I'd like to add a little bit of "active", staying in a quant framework. For instance, I'd like to forecast a switch in the bullish trend of fixed income securities to a bearish one and get a hedged position (reduce duration for instance) in my allocation.

Could you please suggest the main references by either academics or professionals for quant forecasting models (macro, investors' sentiment, behavioural etc.)? Any advise would be much appreciated.

I would appreciate something similar also with respect to liquidity: is there any quant model to tune my liquidity investment using forecasting methods?

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Thierry Roncalli adresses the issue of expected returns in risk parity in Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation. Maybe this preprint contains some useful ideas for you,

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