ReSolve Riffs with the ReSolve Crew on Optimizing Risk Parity and Stacking Alphas
Resolve Riffs Investment Podcast
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The Multi-Factor Strategy Concept, Right?
Everybody's enamored with trend, not really recognizing the fact that trend can go through long periods of drought. All of these are non correlated, attempting to become absolute return any one of them can have a lost decade. So understanding that, what other signals that have repeatable, ou nofactor based type of return harvesting could you get into? Like we mentioned seasonality. We mentiond mean reversion, mentioned volatility. This is just a series of macro factors, from cary to mean reversion to trend, to relative value to volatility. And the green one is trend, right?
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