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.
Category: Crisis Alpha
Speed in Trend Following – MAN
Today’s post looks at a recent paper from MAN Group on speed in trend following.
Tail Protection Fast or Slow?
Today’s post looks at a recent paper from AQR on whether you should prefer tail risk protection that works in slow drawdowns or in rapid crashes.
Tail Risk Strategies – State Street
Today’s post looks at an old paper from State Street Global Advisors on Tail Risk Strategies.
Hawk and Serpent #2 – Rise of the Dragon
Today’s post is about an update to an asset allocation paper we looked at last year – Hawk and Serpent, from Artemis Capital in Texas.
Trend-Following in a Crisis
Today’s post looks at an article in the Hedge Fund Journal about the performance of trend- following in a crisis.
Hawk and Serpent
Today’s post is about a paper on asset allocation called Hawk and Serpent – from Artemis Capital in Texas.
Man Overboard – Credit Suisse on Price Drops
Today’s post looks at a report from a few years ago on how to handle large price drops in your stocks – it’s called Managing the Man Overboard Moment.
My Recession Playbook
Today’s post looks at the potential impact of a recession or market crash on my portfolio, and what I might do about it. Let’s take a look at my recession playbook.
How to protect your portfolio
Today’s post is a look at the steps you can take to protect your portfolio against a possible downturn.
