Alternative Investment Posts
Low True Correlation
Many investment strategies that lay claim to low correlations only exhibit this property in good times,
when it is unnecessary and even unhelpful. In bad times, they reveal their true correlation, which can be unfortunately quite high. Since esoterics are originated and structured outside of markets, their true correlations can be very low: Esoterics, for example, performed before, during, and after the Financial Crisis of 2008.
Higher Alpha
Without the p
Member Posts:
Log In for More