Summary
In 2008, stocks, bonds and real estate fell together and diversification across managers failed. This paper argues that systematic trading offers diversification that holds up when it is needed most.
Source
- Title
- Systematic Trading: Diversification Done Right
- Author
- Jason Russell and Nicholas Markos
- Year
- 2010
- Published by
- Acorn Global Investments
- Length
- 9 pages
- File
- PDF · 289 KB