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Dr. Rufus Rankin
Dr. Rufus Rankin

3.4K Followers

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Published in

DataDrivenInvestor

·Pinned

Can Trend Following Replace Bonds in 60/40 Portfolios?

Introduction — I have been catching up on some podcasts lately, and one of my favorites is Top Traders Unplugged. In episode 181 of the Systematic Investor Series, Niels Kaastrup-Larsen and Richard Brennan share their idea for an alternative to the popular “60/40” portfolio allocation to stocks and bonds. The basic idea…

Trend Following

4 min read

Can Trend Following Replace Bonds in 60/40 Portfolios?
Can Trend Following Replace Bonds in 60/40 Portfolios?
Trend Following

4 min read


Published in

Coinmonks

·Pinned

Bitcoin Vs. Inflation

Bitcoin (“BTC”) has received a lot of attention of late, and many suggest that it can play a similar role to gold as a store of value and inflation hedge. In this short note, I’ll take a look at how BTC works in a “toy” portfolio with two other assets…

Inflation

4 min read

Bitcoin Vs. Inflation
Bitcoin Vs. Inflation
Inflation

4 min read


Published in

Coinmonks

·Aug 25, 2021

Volatility Management for Cryptocurrency HODLers

I thought it would be interesting to look at a well-known technique known as volatility targeting or management and see if it can add value to a long-term allocation to cryptocurrencies. What is Volatility Targeting? Volatility Targeting or “Vol Targeting” is a technique used to attempt to keep the volatility of an investment or…

7 min read

“What’s Vol Got To Do With It?”
“What’s Vol Got To Do With It?”

7 min read


Jul 23, 2021

Commodities Vs. Inflation

Active and Passive Approaches In “Bitcoin Vs. Inflation”, I looked at how a small investment in Bitcoin (“BTC”) would interact with an “inflation hedging portfolio” or “IHP” of Gold and TIPs. Many investors view broader commodity investments as a way to potentially offset inflation risk. Here we will investigate how…

Inflation

5 min read

Commodities Vs. Inflation
Commodities Vs. Inflation
Inflation

5 min read


Published in

Coinmonks

·Jun 4, 2021

Are Cryptocurrencies “Diverse”?

Portfolio Construction for Hodlers — Introduction Ray Dalio, the founder of Bridgewater Associates, recently made the following comment on cryptocurrencies: “…You want a properly diversified portfolio… Question is… Do you have enough diversity of these alternative currencies?” This is a big question and merits a lot of research. I have limited space in this short article…

Bitcoin

6 min read

Are Cryptocurrencies “Diverse”?
Are Cryptocurrencies “Diverse”?
Bitcoin

6 min read

Dr. Rufus Rankin

Dr. Rufus Rankin

3.4K Followers

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