Risk Parity Chronicles

Risk Parity Library #1 - Antti Ilmanen (2022) Welcome to the Risk Parity library here on Substack. First entry is an instant classic - Antti Ilmanen’s “Investing Amid Low Expected Returns: Making the Most When Markets Offer the Least."

New Substack post:

Re-starting my Risk Parity Library. First entry is my commentary on Antti Ilmanen's 2022 book, "investing Amid Low Expected Returns."

One of my go-to books, filled with research-supported ideas, clearly presented.

riskparitychronicles.substack.com/p/risk-parit...

31.08.2025 04:46 — 👍 0    🔁 0    💬 0    📌 0

Risk Parity Best in Class: Trend-following Managed Futures If you want to allocate to this asset class with just one ETF, which should it be? I tested four possibilities, and settled on DBMF as “Risk Parity Best in Class" for trend-following managed futures.

New Post: tested four possibilities for the coveted "Risk Parity Best in Class" award for trend-following managed futures - what might it be?

riskparitychronicles.substack.com/p/risk-parit...

24.08.2025 02:44 — 👍 0    🔁 0    💬 0    📌 0

Overview of the RPC Portfolios Part of my mission here at Risk Parity Chronicles, whether in the first blog version or this Substack version, has been to track realistic portfolios, both Risk Parity-influenced and traditional.

New post on Substack: the ten portfolios I'll be tracking from here on out:

open.substack.com/pub/riskpari...

15.08.2025 00:49 — 👍 0    🔁 0    💬 0    📌 0

Risk Parity Chronicles Resuscitated! After a 18-month hiatus, Risk Parity Chronicles is back again, now here on Substack Subscribe below for free to stay connected - satisfaction guaranteed or your money back!

Announcing my new Substack!

After 18 months of hibernation and the retirement of my old blog, I'm back in action at Substack. Free, and intending to stay so.

First post - announcing my return
open.substack.com/pub/riskpari...

15.08.2025 00:11 — 👍 2    🔁 0    💬 0    📌 0

Well played.

28.11.2024 10:08 — 👍 1021    🔁 192    💬 8    📌 7

there's a reason that invest comes before investigate in the dictionary.

30.11.2024 03:03 — 👍 1    🔁 0    💬 0    📌 0

Modern markets reward:
* Risk seeking
* Nihilism
* Cognitive dissonance
* Moral relativism

Knowledge, prudence and contact with reality are **maladaptive**.

Markets no longer serve any economic purpose via capital allocation or price signaling. Policy and the social contract should reflect this.

29.11.2024 16:40 — 👍 9    🔁 1    💬 3    📌 2