How to Maintain the Correlation Structure of Your Portfolio

It's always important to look at correlations in our portfolio not simply what historical correlations have told us but more importantly look at ways to break down the correlation structure of your portfolio. that is one way to naturally break down the level of correlation in the portfolio. The idea being that we become less and less exposed to a single asset class with a broader diversification approach provided their uncorrelated return streams. Is there ways to embed some risk mitigation mechanisms within the portfolio itself to ensure that we've released all the risk from that corrective phase like volmageddon? We'll probably get into that later in one of the topics we might be talking about where we're dealing with ensembles of systems.

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