RSBT - Risk Parity Chronicles

Risk Parity Resources: All About Capital Efficiency

Feb 24, 2023 6 min read Resources Capital Efficiency GDE NTSX RSBT Leverage

Finally now wrapping up the mini-series on capital efficiency, this time by passing along a few resources that I have found helpful in my investigation. Kind of a Noah’s Ark of resources: two new whitepapers, two links to papers I have already reviewed, two helpful videos, and two websites.

Announcing the Capital Efficient Butterfly!

Feb 21, 2023 7 min read Capital Efficiency Test Portfolios GDE Golden Butterfly Levered Butterfly NTSX RSBT Managed Futures CEB

All this talk of Capital Efficient ETFs has led me to create a new test portfolio: the Capital Efficient Golden Butterfly (CEGB). It’s 40% NTSX, 25% GDE and 35% RSBT, profitable but still diversified, with 75% in additional leverage. Backtests are awesome - can’t wait to watch its progress!