Investors Losing Faith in RP?

A headline recently caught my eye: “Why Risk Parity Investors Have Lost Faith.” I haven’t certainly, but, with my interest piqued, I wondered about the reasons. Well actually, it turns out it’s just one pension manager in Europe, but still: why oh why are people jumping off the RP ship?

My (Honest) Doubts about Risk Parity

Obviously, I am fully onboard with Risk Parity, but I do have some lingering doubts, if I may be honest. Since the goal with this blog is to research, test, and share insights about Risk Parity, I thought it best to be upfront about questions I have as I go deeper into the rabbit hole…