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 archive1 reading
This registry entry describes a research method. It is not investment advice and does not make a performance claim.