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Hmmmmm, if it is purely a vol harvest using some mathematical model, why bother diversify, just go to the asset classes with the most vol?The correlations I was asking about are the historical correlations of cash/bonds/equities/gold.
Hmmmmm, if it is purely a vol harvest using some mathematical model, why bother diversify, just go to the asset classes with the most vol?
The correlations I was asking about are the historical correlations of cash/bonds/equities/gold.
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