Search found 19 matches

https://riskparitychronicles.substack.com/p/the-10-x-10-stability-portfolio

I was just checking out Justin's portfolio at https://riskparitychronicles.substack.com/ and this portfolio looked pretty interesting. I've done a good deal of experimentation myself and it does seem to be difficult to ...

https://alphaarchitect.com/stock-bond-correlation/


This was an interesting article showing the correlation of stocks and treasuries before 2000 and after. Stock and Bonds became negatively correlated over that time and were positively correlated before but only 0.31. I have not seen any evidence ...

Yearly rebalancing on an arbitrary day seems to be pretty good when running multiple situations. I imagine this falls in the category of using a rule of thumb to get decent results and resist the FOMO of trying to tailor your approach to the absolute best historical approach because thats likely an ...

I’ve read about a community of 0 DTE options traders who make consistent income selling risk premium.

Now there is an ETF (ticker QDTE) that tries to capture that risk premium with a fairly reasonable expense ratio. It’s taken a while for it to stabilize in price and they advertise it’s returning ...

Has anyone looked into the viability of M&A risk premium funds as a diversification tool? I'm trying to think of other products that wouldn't necessarily be correlated with the overall market.

Some M&A ETFs that seem to be the leaders are MNA MRGR and ARB.

I created a helpful tools and calculator page linked above. I'll keep up to date as I find other helpful links.

app.php/tools

https://catalyst-insights.com/wp-content/uploads/2021/09/Return-Stacking-Paper-ReSolve-Newfound.pdf?utm_source=chatgpt.com

Could anyone give me your thoughts on this paper linked above by Corey Hoffstein the true value of returned stacked portfolios vs a more classic risk parity portfolio and the ...

I would wager a lot of people have a standard brokerage account, a roth IRA and a 401K or regular IRA. There are also a great deal of people with an HSA and left over 529 money as well. Has anyone found a good way to divide the different assets based on tax treatment and projected returns of each ...

https://alphaarchitect.com/wp-content/uploads/2022/11/AA-JBISFactorInvesting22LongOnlyValueInvesting.pdf

According to this article from Jack Vogel and Alpha Architect the main factor that is important in investing is the value portion and not the size factor. Has anyone back tested this data? Do ...

https://download.ssrn.com/nber/nber_w14094.pdf?response-content-disposition=inline&X-Amz-Security-Token=IQoJb3JpZ2luX2VjEL7%2F%2F%2F%2F%2F%2F%2F%2F%2F%2FwEaCXVzLWVhc3QtMSJGMEQCIHG30l0lrqjG3BUO4JQWNow0rvUJFt4zGKnDounzPZVzAiAk6ao1im0E6oPg ...