
ReSolve Riffs with the ReSolve Crew on Optimizing Risk Parity and Stacking Alphas
Resolve Riffs Investment Podcast
00:00
Bridgewaters All Weather
All weather wasn't meant to be any sort of active management. The concept can translit into what you descri that prosyclical one, the one we we're adjusting to a certain level of volatility. And then they'll expand that exposure when volatility calms down and correlations become closer to normal again. Those will act prosiciclly at times. So we would expect those types of implementations to be ling equities, selling bonds and selling commodities into a major drop like march of 20 20. But at the same time, the more strategic implementations, like bridgewaters all weather like we already talked about, will be increasing their application to those mark s at the sameTime.
Play episode from 26:01
Transcript


