Gonna be interesting to find out who is doing genuine risk parity (stocks, bonds, commodities, inflation) and who is just doing stocks + levered bonds.
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What book? Tell us more.
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Too bad! A book with insights from all the smart fintwit guys would be a great idea. :-)
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Cool idea. Happy to contribute the "Carry Trade Blowups" chapter
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Yeah. Just a mea culpa that I, too, got caught running Risk Parity Disinflation Overfit Edition
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