Tag: diversification (Page 1 of 8)
We use a multi-asset momentum framework to explore the potential benefits of ensemble construction in diversifying process and rebalance risk.
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.
Diversification: More Than “What”
By Corey Hoffstein
On November 25, 2019