Quant Mashup - Volatility Fighter
Simple volatility rebalancing strategy [Volatility Fighter]
In my posts, I often mention a volatility rebalancing strategy. Originally, this strategy supposed to rebalance a portfolio daily to local volatility measured by standard deviation. I strongly suspect, that a common retail investor will stop trying to understand this strategy right after words
- 8 years ago, 29 Jul 2015, 01:14pm -