Category: Leverage
Costs and Benefits of LETFs
Today’s post looks at a recent paper from Chris Murray and Marco Sammon of Harvard Business School.
Rabener on Leverage and Trend
Today’s post catches up with four articles from Nicolas Rabener at Finomial, on the use of Leverage and Trend.
Quantica on Stacking
Today’s post looks at a recent paper from Quantica Capital called “If You Can’t Beat It, Stack It”.
The Optimal Stack
Today’s post is about a recent article from NewFound and ReSolve about the best possible stacked 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.
Leverage Recap
Today’s post is a catch-up on what I’ve already written about the use of leverage, and a summary of my direction of travel.
Improving Risk Parity
Today’s post looks at a couple of articles on how to improve Risk Parity portfolios.
Leverage for the Long Run
Today’s post is about a second paper from Michael Gayed on using Leverage for the Long Run.
HFEA 8 – Leveraged Neapolitan Portfolio and Factor Tank
Today’s post is another in our series on Leveraged Portfolios. We look at applying leverage to OP’s Neapolitan Portfolio and take a quick look at the Factor Tank Portfolio.
