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.
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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
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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the virgin AW vs the Chad Quantedge https://www.eurekahedge.com/Research/News/1245/The-Billion-Dollar-Interview-with-Quantedge-Global-Fund …
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QuantEdge is what happens when you take the Kelly formula seriously and all your investors are insanely rich hnws with limitless risk appetite. Guaranteed they will blow up one day but they will collect serious fees before they do.
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