I personally like CTA style trend following strategies but generally advise people who are not very familiar against that exposure. If you think about leverage in percentage terms and not eg in volatility units I would be a bit nervous.
Levered risk parity (bonds + equities) can get very spicy if correlations break (eg high inflation), but it has worked well in the secular declining rates environment from the 80s to 2010s.
I think Corey Hoffstein’s work and podcast are great!
I personally like CTA style trend following strategies but generally advise people who are not very familiar against that exposure. If you think about leverage in percentage terms and not eg in volatility units I would be a bit nervous.
Levered risk parity (bonds + equities) can get very spicy if correlations break (eg high inflation), but it has worked well in the secular declining rates environment from the 80s to 2010s.
I think Corey Hoffstein’s work and podcast are great!