If you can actually trade, i don't know how you sign up for this. And if you are a marketing genius raise money to start a HF. Now if you a genius marketing to masses, i get it.
Where are the other funds managing $75b long only with a Sharpe of 0.9 over 25 years?
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Pure Alpha investors have cause to complain. All Weather investors got basically exactly what was promised, in fact probably even a bit better.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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don't exist. He charisma-ed ppl into HODLing risk parity
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risk parity has many faults, but it is surprisingly resilient. it has bad periods here and there but it never really takes the kind of unrecoverable impairments that pure-alpha (BW) or RIEF (rentec) or the other market-neutral or low-beta large-capacity quant strats had lately
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I think AW genuinely only had one bad year (2008) because they had the wrong assumptions on how levered TIPS would behave in a crisis, other than that it has been basically fine every year since 1996
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