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by jpn
2241 days ago
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1. Open a margin account on Interactive Brokers. 2. Choose a target volatility level you're comfortable with (I like 20%). 3. Buy shares of BRKB. Buy enough such that volatility of your portfolio reaches your target volatility. 4. Every month, update your share amount to maintain the same target volatility. https://alphaarchitect.com/2019/05/22/volatility-targeting-i... |
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