Thoughtful and informative podcast about markets, asset classes, and how to be a better investor. Not a RP-specific resource, per se, but jives really well with RP principles in promoting diverse portfolios prepared for different economic conditions.
Sharing this highly informative discussion about Risk Parity featuring an interview with Adam Butler of ReSolve Asset Management. Great description of the basics and helpful Q&A to get into the nitty-gritty.
Reconstructed data to test how a momentum strategy would have done since 1880. Authors find robust performance, with added bonus of basically no correlation to stocks & bonds, and positive performance in a variety of economic regimes. Strong support for including managed futures in an RP portfolio.
One of the first investing books I ever read, the lessons of Roger Gibson’s book have stuck with me ever since. Not necessarily about RP, but related, and a great foundational source about the creation of profitable and resilient portfolios. Highly recommended.
A critique of RP that is really a critique of a RP Strawman invented by the author. Also makes an empirical case against RP using a backtest, but data since publication proves the opposite point. After reading this, I’m still on the lookout for effective critiques of RP.