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by jpn 2241 days ago
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...

1 comments

At step 1 I was half expecting this to go towards /r/wallstreetbets and some terrible jokes.
> some terrible jokes

I'm immediately shorting everything you own.

same