
Russell Korgaonkar - Optimizing the Research Process (S4E15)
Flirting with Models
00:00
Using Risk Overlays in Your Research and Writing
There's been a couple of approaches that i've seen that you've written about. I think there's been a momentum or trend overlay some atility switching signals, a correlation signal between bonds and equities. And then there was an equity specific signal that was measuring a sort of internal diversification of the equity portfolio,. Sort of a diversification trigger. Let's maybe dive into those risk overlays a little ecause they do seem to be k component in your research and writing as helping you make sure you don't get caught off sides during market conditions wer volatility spikes or correlations crash towards one.
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