Multi Strategy Management for Your Portfolio

If you follow Quantpedia’s blogs, you probably know that Quantpedia PRO already contains multiple risk management and portfolio construction tools for your quantitative investment strategies. The newest Quantpedia PRO tool (available in a few days) will analyze something completely different, though — how to manage multi-strategy portfolios. The newest Quantpedia PRO tool (available in a few days) will analyze something completely different, though — how to manage multi-strategy portfolios. You can easily apply these multi-strategy overlays to various types of underlying — ETFs, systematic strategies, multi-asset portfolios, or multi-strategy portfolios. This article again serves as a primer for the new report’s methodology.

https://quantpedia.com/multi-strategy-management-for-your-portfolio/