Alternative Asset Momentum with a Short Volatility Kick
intriguing approach, much appreciated! And thank you for reminding me about HNW and ILS. These deserve a closer look (which I hope to take in an uncoming post...)
Thanks, Martin! I look forward to your new post :)
Here's one I like (financed tail protection plus MF + L/S + int rate) -- correlation -0.55 last 4 years!
https://tinyurl.com/y3ermwmb
Thanks for sharing! I was aware of the other ETFs, but not RISR.
That's great!!!!
intriguing approach, much appreciated! And thank you for reminding me about HNW and ILS. These deserve a closer look (which I hope to take in an uncoming post...)
Thanks, Martin! I look forward to your new post :)
Here's one I like (financed tail protection plus MF + L/S + int rate) -- correlation -0.55 last 4 years!
https://tinyurl.com/y3ermwmb
Thanks for sharing! I was aware of the other ETFs, but not RISR.
That's great!!!!