This Group was created for consolidating the content, we as founders find most relevant for the members of our community. Here we will list product allerts on new interesting product launches, or content we believe would be especially interesting for our Members.

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Do You Spinu? A Novel Equal Risk Contribution Method for Risk Parity

Risk Parity seems to have (temporarily?) lost its place near the top of the institutional asset allocation wish list, no doubt because it proved vulnerable to policy shocks during last year’s central bank equivocation. Nevertheless we continue to believe the concept is valuable if thoughtfully applied.

Emerging Markets - Dividend Magnitude & Consistency Due Diligence

I have completed an Extensive Due Diligence for the Sub-Segment of the Emerging Market Dividend ETP Group that is focus on companies that has a history of Consistent and Relative High Dividends.

Complementing the standard index break-down, the due diligence include, Capitalization, Liquidity and Dimensions specifically related to Dividend Investing.

I believe this should put you in a position to make a better more informed selection from this Segment.

Don’t Fear the Reaper

Today's note, "Don't Fear the Reaper", takes an Adaptive Investing crack at what I believe is the most pressing issue in portfolio construction - the identification of truly diversifying positions. The crucial evolutionary distinction between phenotype (outward appearance) and genotype (fundamental genetic code) shows why it is important to focus on the "market DNA" of a security or strategy, not just its obvious external characteristics.

Epsilon Theory: Goldilocks and the Dog That Didn't Bark

Det. Gregory:    Is there any other point to which you would wish to draw my attention?
Holmes:             To the curious incident of the dog in the night-time.
Det. Gregory:    The dog did nothing in the night-time.
Holmes:             That was the curious incident.

-- Arthur Conan Doyle, "Silver Blaze"

Epsilon Theory: American Bandstand

Today's note, "American Bandstand", looks at recent market-roiling events (ECB meeting, December jobs report) through a game theory lens. So much of what happens in markets today seems illogical from a traditional economic theory perspective, but makes sense when understood as a strategic interaction stemming from our biological foundations as a social animal.

Emerging Markets - Dividend Magnitude & Consistency Due Diligence

I have completed an Extensive Due Diligence for the Sub-Segment of the Emerging Market Dividend ETP Group that is focus on companies that has a history of Consistent and Relative High Dividends.

Complementing the standard index break-down, the due diligence include, Capitalization, Liquidity and Dimensions specifically related to Dividend Investing.

I believe this should put you in a position to make a better more informed selection from this Segment.

Capital Diversification versus Risk Diversification

In this blog post, we explore the implications of asset-class based diversification on risk management and demonstrate that traditional passive 60/40 portfolios may actually be much less diversified than we think. 

In Hedge Fund Market Wizards, Ray Dalio, founder of Bridgewater Associates, is quoted as saying,

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