Forecasting Daily Performance: Bridgewater’s All Weather Portfolio

Aug 7 2013 | 5:58am ET

With the majority of risk parity assets invested in hedge funds, the need for careful observation poses a problem in terms of data frequency and timeliness. In this article, Michael Markov, co-founder and chairman of Markov Processes International, explains that a solution to this problem can be found by forecasting daily performance based on exposure estimates from the previous month.


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Publisher's Note

    Hedge Funds Care Gala Raises $2 Million For Charity

    Mar 10 2014 | 11:33am ET

    A huge thank you to all of the people who helped make last Thursday’s HFC NY Open Your Heart to the Children Benefit such a success. The charity gala raised nearly $2 million to prevent and treat child abuse in New York, New Jersey and Connecticut. Read more…