Interpreting Correlation

Correlation is one of the most widely used measures of diversification and can be a helpful statistical indicator…

6 mins
Resilient Strategies: Tailwinds in Left-Tail Scenarios," by President and Chief Investment Officer, Pablo Calderini. Graham Capital Management

Resilient Strategies: Tailwinds in Left-Tail Scenarios

In a rapidly changing financial landscape, understanding how to navigate market tail risk is paramount. In a recent…

3 mins

Market Diversification

ABSTRACT Portfolio diversification is one of the most important and sought-after concepts in investing. A properly diversified portfolio…

7 mins

The Need for Dynamic Diversification

The market environment during 2022 highlighted many uncertainties and the importance of "expecting the unexpected." Here, we show how…

5 mins

The Trendiness of Markets

ABSTRACT Trend-following strategies seek to profit from sustained directional price moves (trends) in markets. In this analysis, we…

5 mins