Episode 149: His Dudeness, Young Paduwan Portfolio, Insurance Companies and Tail Risk, Data Discussions and Portfolio Reviews As Of February 4, 2022
Risk Parity Radio
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The Dragon Portfolio - Risk Parody on Steroids
i'm open to suggestion as far as finding e t f that employ merger arbitrage strategies, but i haven't run across one that i would feel confident enough to actually aplocate any money to. Chris cole is a fund manager with a firm called artemis capital, and he has come up with something called the dragon portfolio which you might describe as risk parody on steroids. The main problem i saw with at least the funds that available is that they just have low returns, so would be a drag in terms of the return profile. And then they are not sufficiently negatively correlated with your stocks to really give you a big diversification benefit.
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