Rising Rates Hit Risk Parity And CTA Strategies Hard
- Sunday, July 9, 2017, 13:14
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Risk Parity and Managed Futures funds have been hit hard by the sell-off in bonds and increasing cross asset correlation
http://www.forbes.com/sites/petertchir/2017/07/09/rising-rates-hit-risk-parity-and-cta-strategies-hard/