Risk Parity & Rising Rates

Risk Parity & Rising Rates Risky Risk Parity? May 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYRisk parity strategies have become available via mutual funds and ETFs, but portfolio construction variesRising interest rates are seen as a threat...

Risk-Managed Equity Exposure II

Risk-Managed Equity Exposure II One ETF to rule them all? March 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYRelying on single entry and exit signals for trading introduces model riskHowever, simple tactical asset allocation strategies are...

Risk-Managed Equity Exposure

Risk-Managed Equity Exposure Can we de-risk market downturns? February 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYRisk management overlays tend to reduce stock market returnsHowever, they also can reduce drawdowns and increase Sharpe ratiosGiven...