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Interesting site on the PP/Risk Parity

Posted: Fri Sep 02, 2022 9:53 am
by Hal
Enjoy :D
https://capitaltime.ca/articles/2019081 ... ation.html

Smithy take note. He's Canadian

Re: Interesting site on the PP/Risk Parity

Posted: Fri Sep 02, 2022 10:07 am
by joypog
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

Posted: Sat Sep 03, 2022 12:22 am
by TomWexler
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.
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.

Re: Interesting site on the PP/Risk Parity

Posted: Sat Sep 03, 2022 1:51 am
by Hal
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?