Category: Risk Management (Page 2 of 10)
Looking at the passive and active components of a portable beta strategy can shed insight on how they perform individually and interact with each other.
We explore the 'how' of our what-how-when framework of diversification and demonstrate the idea of "payoff diversification" with rebalancing and momentum.
Managed futures strategies have historically provided meaningful positive returns during left-tail equity events, but will the strategy work next time?
Straddles and Trend Following
By Nathan Faber
On May 11, 2020