Tag: diversification (Page 1 of 8)
We explore the risk-based framework that gives risk to our philosophy of "no pain, no premium" and its implications for diversification.
Long/flat trend-following strategies look like call options with uncertainty. Combining multiple trend models can reduce this uncertainty in the payout.
We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.
In this commentary we explore whether manager diversification can have risk reduction benefits like those found with asset diversification.
Ensemble Multi-Asset Momentum
By Corey Hoffstein
On July 22, 2019