Category: Asset Allocation
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An introduction to Risk Parity
Hello everyone! In this post, I’d like to start talking again about asset allocation and in particular to introduce you to a relatively new concept in the field: risk parity. Don’t get me wrong, this approach has been around for quite a while now — I think the first to create a product around this…
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Functional approach to portfolio modeling
Good evening everybody, I’ve been paying attention to portfolio modelling for the past few months. When you tackle such problem, you first try to think about how you could represent a portfolio as an object so that you can dive into your C#/C++/Java code so that you can start making money ASAP. However, you’ll soon…