Discover and read the best of Twitter Threads about #RiskParity
Most recents (4)
🚨Worth studying: 👇
"The Anatomy of the Bond Market Turbulence of 1994" - Bank for International Settlements
link in thread below. 🧵
#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds
1/
"The Anatomy of the Bond Market Turbulence of 1994" - Bank for International Settlements
link in thread below. 🧵
#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds
1/
2/
Link to the paper from Bank of International Settlements
#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds
bis.org/publ/work32.pdf
Link to the paper from Bank of International Settlements
#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds
bis.org/publ/work32.pdf
3/
📉@FortuneMagazine's coverage in 2013 for the 1994 Great Bond Massacre.
#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds
fortune.com/2013/02/03/the…
📉@FortuneMagazine's coverage in 2013 for the 1994 Great Bond Massacre.
#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds
fortune.com/2013/02/03/the…
🎉🎧
And here is the list of our most reviewed Gestalt University podcasts of 2020...🎉
Chris Schindler
@EpsilonTheory
@choffstein
@profplum99
@breakingthemark
@LarsKestner
@daniel_egan
@SteveMerril
@maratikus_quant
And here is the list of our most reviewed Gestalt University podcasts of 2020...🎉
Chris Schindler
@EpsilonTheory
@choffstein
@profplum99
@breakingthemark
@LarsKestner
@daniel_egan
@SteveMerril
@maratikus_quant
Chris Schindler: The Alternative to Alternative #RiskPremia
You wouldn't want to miss this podcast as Chris talked about the #AlternativeRiskPremia.
investresolve.com/podcasts/chris…
You wouldn't want to miss this podcast as Chris talked about the #AlternativeRiskPremia.
investresolve.com/podcasts/chris…
Ben Hunt: The Narrative Machine
Dr. Ben Hunt, the creator of @EpsilonTheory discussed the narrative machine with @GestaltU and @RodGordilloP.
investresolve.com/podcasts/ben-h…
Dr. Ben Hunt, the creator of @EpsilonTheory discussed the narrative machine with @GestaltU and @RodGordilloP.
investresolve.com/podcasts/ben-h…
🎉🥂
Some of our most reviewed #ResolveRiffs episodes of 2020...
Thank you our friends and followers!
@profplum99
@EpsilonTheory
@ParrillaDiego
@RPARETF creators Alex Shahidi & Damien Bisserier
@WayneHimelsein
@kevinmuir
@DaveNadig
@daniel_egan
@MebFaber
@JasonMutiny
Some of our most reviewed #ResolveRiffs episodes of 2020...
Thank you our friends and followers!
@profplum99
@EpsilonTheory
@ParrillaDiego
@RPARETF creators Alex Shahidi & Damien Bisserier
@WayneHimelsein
@kevinmuir
@DaveNadig
@daniel_egan
@MebFaber
@JasonMutiny
Absurdly long tweet storm coming your way.
Goal is to connect the dots on the concepts in our Optimization Machine series and show why its relevant.
Currently at 38 tweets and 6 figs/tables. Will bleed it out so it's not so overwhelming.
#Optimization #RiskParity #investing
Goal is to connect the dots on the concepts in our Optimization Machine series and show why its relevant.
Currently at 38 tweets and 6 figs/tables. Will bleed it out so it's not so overwhelming.
#Optimization #RiskParity #investing
1/We’re 3 articles into a series on portfolio optimization and I’ve been challenged to distill the core themes and make it relevant for practitioners.
Here’s the TL;DR:
Portfolio construction may substantially boost performance without active views on relative returns.
Here’s the TL;DR:
Portfolio construction may substantially boost performance without active views on relative returns.
2/First off here are the three articles under discussion.
Optimization Machine: investresolve.com/portfolio-opti…
Simple vs Optimal Methods: investresolve.com/blog/portfolio…
Optimization and the Sharpe Multiplier investresolve.com/blog/portfolio…
Optimization Machine: investresolve.com/portfolio-opti…
Simple vs Optimal Methods: investresolve.com/blog/portfolio…
Optimization and the Sharpe Multiplier investresolve.com/blog/portfolio…
