Qian portfolio

The Long Bond Apocalypse

Oct 9, 2023 5 min read Bonds EDV Qian portfolio VGLT

Fire and Brimstone! Human Sacrifice! Dogs and Cats Living Together! It’s the Long-duration Bond Apocalypse! And it’s not even the price decline which is the scariest part (that’d be the correlation). How might Risk Parity investors respond?

The Qian Portfolio

Feb 18, 2022 3 min read Test Portfolios Qian portfolio

Named after the investment pro who coined the term “risk parity,” the Qian portfolio is my version of the mathematically precise Risk Parity asset allocation Edward Qian proposes in his book. It belongs in the moderate portfolio grouping, along with the 80/20 and the Levered Butterfly.