Great study as always! Would be amazing if we could have an episode discussing state of the art risk management methods other than Vol Targeting. My concern is that positively skewed strategies would suffer from classic vol targeting while negatively skewed return streams would benefit from it. Thanks.
Great study as always! Would be amazing if we could have an episode discussing state of the art risk management methods other than Vol Targeting. My concern is that positively skewed strategies would suffer from classic vol targeting while negatively skewed return streams would benefit from it. Thanks.
good video. the correlation is obvious 👌