Fernando Rubiao

Quant

More


Activity

Fernando left a comment on Leveraged risk-parity strategy, help please!

"This should yield very decent results. I think the slippage doesn’t play a big role, these are ver..."

Go to Discussion

3 years ago


Fernando left a comment on Leveraged risk-parity strategy, help please!

"I tested various asset class allocations on a freely available website, you can go back to the 70's ..."

Go to Discussion

3 years ago


Fernando left a comment on Leveraged risk-parity strategy, help please!

"I don't know how I would convert this into a full risk-parity strategy, I am not really a quant trad..."

Go to Discussion

3 years ago


Fernando left a comment on Leveraged risk-parity strategy, help please!

"Thank you James, this was very helpful. This is not a true risk-parity strategy strictly speaking, a..."

Go to Discussion

3 years ago


Fernando started the discussion

Leveraged risk-parity strategy, help please!

3 years ago