Enjoy
https://capitaltime.ca/articles/2019081 ... ation.html
Smithy take note. He's Canadian
Interesting site on the PP/Risk Parity
Moderator: Global Moderator
Interesting site on the PP/Risk Parity
Aussie GoldSmithPP - 25% PMGOLD, 75% VDCO
Re: Interesting site on the PP/Risk Parity
Ack, I should have shared him earlier on here.
It's interesting how he got to his 30 stock / 50 ITT split / 20 gold.
Jem is a good dude, on the Rational Reminders forum. There are only two or three of us risk parity folks on that place (they're all about factors, stocks, and leverage), so its nice to have a relatively conservative investor out there as well.
It's interesting how he got to his 30 stock / 50 ITT split / 20 gold.
Jem is a good dude, on the Rational Reminders forum. There are only two or three of us risk parity folks on that place (they're all about factors, stocks, and leverage), so its nice to have a relatively conservative investor out there as well.
1/n weirdo. US-TSM, US-SCV, Intl-SCV, LTT, STT, GLD (+ a little in MF)
Re: Interesting site on the PP/Risk Parity
I think 30 stock / 50 ITT / 20 gold is around the sweet spot in PV's Monte Carlo Simulations in terms of SWR since 1972.joypog wrote: ↑Fri Sep 02, 2022 10:07 am Ack, I should have shared him earlier on here.
It's interesting how he got to his 30 stock / 50 ITT split / 20 gold.
Jem is a good dude, on the Rational Reminders forum. There are only two or three of us risk parity folks on that place (they're all about factors, stocks, and leverage), so its nice to have a relatively conservative investor out there as well.
Re: Interesting site on the PP/Risk Parity
Thanks Tom,
Tried playing with a min variance portfolio using the Efficient Frontier on Portfolio Visualizer. Could you or any forum members explain the "Chart from origin" option? Where is the origin supposed to be?
Tried playing with a min variance portfolio using the Efficient Frontier on Portfolio Visualizer. Could you or any forum members explain the "Chart from origin" option? Where is the origin supposed to be?
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- Min Variance Monte Carlo Chart from origin ON.png (62.85 KiB) Viewed 1584 times
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- Min Variance Monte Carlo Chart from origin OFF.png (52.45 KiB) Viewed 1584 times
Aussie GoldSmithPP - 25% PMGOLD, 75% VDCO