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

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Link to the paper from Bank of International Settlements

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

bis.org/publ/work32.pdf
Read 8 tweets
🎉🎧
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…
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…
Read 11 tweets
🎉🥂

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
Navigating an Impossible Market with Chris Schindler

investresolve.com/podcasts/resol…
Read 14 tweets
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
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.
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…
Read 41 tweets

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