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A comment on Senate Stock Watcher. Parent comment

Re:Senate Stock Watcher by infinite8s on Saturday April 11, 2020 @02:38PM (#22843264)
Risk parity doesn't come fare well when all correlations go to 1.
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Re:Senate Stock Watcher by H8crilA on Sunday April 12, 2020 @06:43AM (#22847274)
All correlations did _not_ go to 1. Volatility was amazing and certainly anti-correlated.

Risk parity's fatal flaw is assuming all instruments must be generating continuous profits.

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