The Mother of All Bull Markets in Treasuries with Alex Gurevich
The ACID Capitalist Podcast
00:00
The Risk Parity Approach
Unlike conventional 60-40, the approach of risk parity is more dynamic. Rather than having pre-setters, it's allocated according to a constant volatility. If this was conceived of over 30 years ago, as treasuries emerged into the super bull market, then it has been a golden proposition. But when you touch it on this point, you actually don't have to sacrifice returns.
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