risk parity -

Risk Parity

I was going through some old posts and realized something surprising: I’ve never written a dedicated piece on risk parity. I could’ve sworn I covered it at some point—maybe under the All Weather umbrella—but apparently not. Chalk it up to the hazards of writing too much (or having a bad Read more…

By TheItalianLeatherSofa, 1 weekMay 4, 2025 ago

Portfolio construction

The Cockroach Portfolio

Have you ever heard about the Cockroach Portfolio? It is novel perspective on the Permanent Portfolio, four quadrant investment strategy. When you make an investment, you evaluate the potential return against the risk you are taking. Volatility is the most used risk measure but it does not give you the Read more…

By TheItalianLeatherSofa, 4 yearsSeptember 14, 2021 ago