top of page
TIAGO'S CORNER
Clearing the fog in financial markets
SYSTEMATIC INVESTING STRATEGIES
This part of the site provides several interactive dashboards that track positioning in various systematic investing strategies. The links to the dashboards are located below the explanation.
VOLATILITY TARGETING
Equity systematic strategy
A volatility targeting strategy is a systematic strategy that aims to target a constant level of volatility for a portfolio. For more information on this please see the explainer series on volatility targeting.
RISK PARITY
Multi-asset systematic strategy
A risk parity strategy is a systematic strategy that aims to equate the risk contribution of each asset in the portfolio. For more information please see the explainer series on risk parity
bottom of page