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Posts Made By:
Kobayashimaru
Forum:
Commodities
May 8th, 2013, 12:48 PM
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3
Which futures markets to trade / faux diversification?
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1,467
Posted By
Kobayashimaru
Which futures markets to trade / faux diversification?
Have not really found a good answer to this problem:
Diversification is fine and helps risk-adjusted returns. However, DIVERSIFICATION FAILS WHEN YOU NEED IT MOST. Correlations can run 0.5 to...
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May 8th, 2013, 12:48 PM
