Strategy to reduce market risk
Philosophy
What is the assumed behaviour of stock markets which makes a risk-reducing strategy like Crash Protection work?
What is the assumed behaviour of stock markets which makes a risk-reducing strategy like Crash Protection work?
Crash periods
Markets suffered significantly after the default of Lehman Brothers or 9/11. But does the intuitive assumption that a stock market crash appears suddenly and intensively hold if it is analyzed systematically? Based on historic data the characteristics of stock markets during periods of large drawdowns are uncovered here.
Markets suffered significantly after the default of Lehman Brothers or 9/11. But does the intuitive assumption that a stock market crash appears suddenly and intensively hold if it is analyzed systematically? Based on historic data the characteristics of stock markets during periods of large drawdowns are uncovered here.
Backtests Crash Protection
Results of several backtests of the Crash Protection-strategy which date back until the Great Depression of the 1930s.
Results of several backtests of the Crash Protection-strategy which date back until the Great Depression of the 1930s.