LibraryResearch on trend following · 2010

Systematic Trading: Diversification Done Right

Jason Russell and Nicholas Markos

After 2008, why systematic trading delivered the diversification that funds and ETFs did not.

Free downloadPDF · 289 KB · 9 pages

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Same file and address as always, so old links keep working.

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

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