Risk Premia On Steroids

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Review and refresh our Risk Premia Harvesting strategy, and learn about modelling and trading futures contracts.

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Course Content

Risk Premia On Steroids – Intro 1 Topic
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Risk Premia in Historical Context 1 Topic
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Universe Selection 1 Topic
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Working with Futures Contracts 3 Topics
Analysis of Timing Approaches 1 Topic
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Model Portfolios and Production Implementation 1 Topic
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Zervos-style “Spoos and Blues Risk Parity” 1 Topic
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Futures Simulation 3 Topics
Model Portfolios 1 Topic
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