4. Rule Based Portfolio
In this book you have seen how to implement rule based investment strategies for several different asset classes, from foreign exchange to bonds and equity indices. Further, you’ve seen demonstrations of several different investment styles in volatility, carry, and value. The eclectic nature of these asset classes and investment styles is by design. Whereas many investment texts will narrow their focus on a single subject, the truth is no matter how great anyone’s level of expertise in a single market, only diversification can offer relief from systemic and arbitrary market risks. Diversification requires uncorrelated investments, and uncorrelated investments in present times, require looking beyond stock and bond indices, ...
Get Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and Volatility now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
