Quantica on Stacking
Today’s post looks at a recent paper from Quantica Capital called “If You Can’t Beat It, Stack It”.
Yearly Archive: 2026
The Optimal Stack
Today’s post is about a recent article from NewFound and ReSolve about the best possible stacked portfolio.
The Overnight Effect
Today’s post is about a well-known feature of the markets that has proven difficult to exploit.
AQR on Diversifiers
Today’s post looks at a recent note from AQR on the best, rather than the most-frequently marketed, diversifiers.
Irregular Roundup, 21st April 2026
We begin today’s Irregular Roundup with hedge funds for dentists.
The Forward Cap Portfolio
Today’s post is about a new portfolio from Cullen Roche called the Forward Cap Portfolio.
RPC Stacked Portfolios
Today’s post looks at the portfolios tracked on the Risk Parity Chronicles website, and in particular, their use of leverage.
Shannon’s Demon
Today’s post is about Shannon’s Demon, the basis for the only free lunch in finance.
Tactical Asset Allocation Recap
Today’s post is a catch-up on what I’ve already written about tactical asset allocation.
Crisis Alpha Recap
Today’s post is a catch-up on what I’ve already written about crash protection and crisis alpha, and a summary of my direction of travel.
