Hacker News new | ask | show | jobs
by earthshot 2260 days ago
Risk parity has not fared well in this crisis.
1 comments
infinite8s 2259 days ago
Risk parity doesn't come fare well when all correlations go to 1.
link
H8crilA 2259 days ago
All correlations did _not_ go to 1. Volatility was amazing and certainly anti-correlated.

Risk parity's fatal flaw is assuming all instruments must be generating continuous profits.

link