i don't know who needs to hear this but a """Risk premium""" strategy that returns like 5% a year and is almost perfectly correlated to equity indices useless
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Can I interest you in my equity low beta strategy? I buy SPX with half the portfolio and put the rest in cash, guaranteed low very low SPX beta, thinking about charging 0.9% for this.
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Don’t forget to hold some short term treasuries overnight then calc ur sharpe and vol metrics on 24 hours of risk
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