Keep risk parity simple, stupid
Simpler risk parity strategies may outperform more elaborate counterparts post-Covid
Source: risk.net
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Top News In Tail Risk Today - Breaking & Trending Today
'Black Swan' Fund Chief Warns Rate Hikes Could Crush Markets, Economy
Universa's Mark Spitznagel said the Fed will have to choose between defeating inflation and protecting markets and the economy.
Source: businessinsider.com
Boosting the ESG exposure of a low‑risk portfolio
Nikolay Radev, senior quantitative researcher at FactSet, discusses the limitations of previous environmental, social and governance (ESG) measurement, and
Source: risk.net
'Corrective' algo tells quant firm when it's wrong
QTS has built a machine to show whether a strategy is likely to succeed or flop
Source: risk.net
Trend following's bumper returns mask fading convexity
Research suggests strategy is no longer a reliable hedge against stock market crashes
Source: risk.net