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