Comments on: 3rd Blogiversary, Risk Parity and Templeton Update http://www.mebanefaber.com/2009/11/02/3rd-blogiversary-risk-parity-and-templeton-update/ Engineering Targeted Returns and Risk Mon, 22 Mar 2010 08:42:41 -0500 http://wordpress.org/?v=2.8.2 hourly 1 By: gerrydantone http://www.mebanefaber.com/2009/11/02/3rd-blogiversary-risk-parity-and-templeton-update/comment-page-1/#comment-3278 gerrydantone Mon, 30 Nov 2009 23:19:11 +0000 http://www.mebanefaber.com/?p=1918#comment-3278 Does this strategy with $1 stocks only hold at the market bottom or in bull markets? Does this increase of 244% correspond to the stock's betas?<br><br>I wish I had the tools to test this myself. Where would I get such tools? Does this strategy with $1 stocks only hold at the market bottom or in bull markets? Does this increase of 244% correspond to the stock's betas?

I wish I had the tools to test this myself. Where would I get such tools?

]]> By: john http://www.mebanefaber.com/2009/11/02/3rd-blogiversary-risk-parity-and-templeton-update/comment-page-1/#comment-3141 john Fri, 06 Nov 2009 03:34:48 +0000 http://www.mebanefaber.com/?p=1918#comment-3141 Meb, in all seriousness, why not allocate a significant % to a strategy like this? I suppose it's because you would have to have been confident that the market was about to turn (and of course no way to determine that), else you could drop another 50%, who knows. Did you buy any of them? Meb, in all seriousness, why not allocate a significant % to a strategy like this? I suppose it's because you would have to have been confident that the market was about to turn (and of course no way to determine that), else you could drop another 50%, who knows. Did you buy any of them?

]]> By: MarkM http://www.mebanefaber.com/2009/11/02/3rd-blogiversary-risk-parity-and-templeton-update/comment-page-1/#comment-3109 MarkM Tue, 03 Nov 2009 15:29:19 +0000 http://www.mebanefaber.com/?p=1918#comment-3109 Risk parity for the retail investor is hard to come by. Anyone know of a product that comes close? Risk parity for the retail investor is hard to come by. Anyone know of a product that comes close?

]]> By: WorldBeta http://www.mebanefaber.com/2009/11/02/3rd-blogiversary-risk-parity-and-templeton-update/comment-page-1/#comment-3103 WorldBeta Mon, 02 Nov 2009 18:15:26 +0000 http://www.mebanefaber.com/?p=1918#comment-3103 I had their returns on here but they asked me to take them down. If I remember correctly, it was down -30%? (Alpha did well however.) I had their returns on here but they asked me to take them down. If I remember correctly, it was down -30%? (Alpha did well however.)

]]> By: rich126 http://www.mebanefaber.com/2009/11/02/3rd-blogiversary-risk-parity-and-templeton-update/comment-page-1/#comment-3102 rich126 Mon, 02 Nov 2009 18:11:49 +0000 http://www.mebanefaber.com/?p=1918#comment-3102 Regarding the first paper you listed (“Engineering Targeted Returns and Risks”) do you know what the updated returns would be if it included 2008? I'm guessing it would have taken a sizable hit.<br>Thanks<br>Rich Regarding the first paper you listed (“Engineering Targeted Returns and Risks”) do you know what the updated returns would be if it included 2008? I'm guessing it would have taken a sizable hit.
Thanks
Rich

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