Research method
Diversification
Diversification is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The graph4
How the method is built, and where it has been read
Depends on
Often reviewed together
Trend following4 readings
Often reviewed together
Drawdown limit5 readings
Often reviewed together
Correlation analysis5 readings
Often reviewed together
Asset allocation12 readings
Read in the archive24 of 59 readings
1989Evaluate mechanical systems by peak-to-trough drawdown1990Stress-testing a futures sleeve across equity regimes1990Score a trade after allocation, diversification, and a drawdown limit1991Binomial counts for unrelated position construction1991How equal independent stakes change the odds of a complete loss1991Ratchet the halt floor and stage exposure against cash1991Pairwise return covariance as a construction gate1991Construct an equity book by weakening residual co-movement, then setting a market slope1992Evaluating equity sleeves against an index-proxy cost drag1993A three-sleeve regime map for equities, rates, and futures1994Equal-weight holding count as a construction control1995Sizing a trend futures sleeve in a 1995 policy shift1996A 1990s case on liquidity cycles, rank rotation, and cross-market sleeves1996Evaluating a multi-market book without picking winners1996Regime-aware allocation beyond a single equity trend1997Evaluating managed futures as portfolio diversifiers1998Hedge-fund sleeves under a hard drawdown limit1998Rank rotation, value screens, and ten-stock diversification1999Managed-futures construction from trend, leverage, and diversification2000Treat a single name as a node on a correlation tree2002Rising correlation undercuts foreign-listing diversification2002A capital-preservation case for index-proxy allocation2002Precious metals as portfolio insurance in uncertain regimes2003A directional call is not the skill that keeps an account alive
This registry entry describes a research method. It is not investment advice and does not make a performance claim.