I have been fascinated by Risk Parity since the day I read about it. Combining uncorrelated assets, where each contributes in the same way to the portfolio’s overall volatility, is the best way to approach the capital allocator problem, at Read more
It has been a month or two since I got back the “build and test trading strategies” bug. A bug that my very first, real gig gave me. Thinking about that job now, it was pretty absurd. It was a Read more
If I was going to live forever, I would be set. Financially speaking. I watched too many movies and series to know that being immortal provides more issues than joys. Anyway, the concept should be easy to grasp, within the Read more
I probably wrote too many posts about inflation, recently. Writing another one was definitely not my intention; then, yesterday I went running and listened to the latest podcast episode of The Compound and Friends, where Nick Maggiulli echoed a concept Read more
The typical dose of daily financial news is something like “Stock XYZ did this today”; if we are lucky, is something more general like “Stocks went up/down” or, more likely these days, “Bonds did this and that”. For the average Read more
Last week we had our last ‘family of three’ trip and went to visit a friend in Lisbon. The short, five-day holiday was great, with the added kicker that while we were sunbathing on the beach it was snowing in Read more
It was ‘convexity week’ on TILS. After this tweet, a lengthy and insightful debate started on what convexity means. At the same time, PortfolioCharts posted a link to this Italian blog where the author explains…convexity (there is an English version Read more
Last week, the @WifeyAlpha account appeared on my timeline: for once, Twitter algo did the right thing. Not only did Twitter put the account in front of me, it chose one of the best Tweet I read in a long Read more
In my previous post on how to trade during a bear market, I used Tencent as a prime example. The stock actually bottomed the day after I published the post and since has rebounded more than 30%. The rebound was Read more
During my non-professional trading career, I studied and experimented with various strategies. For a period (which might include present days), I had my go at picking value stocks. In pursuit of value, I use to buy stocks that were down Read more