LOby u/lottemurphy·17dQuestion

关于股票相关性和投资组合多元化

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我仍在学习投资组合构建,并且一直在阅读大量关于非相关资产对于多元化的重要性。但是,你如何真正识别真正不相关的资产,尤其是在高度波动或受行业事件驱动的市场中?这更多是关于行业分散、市值,还是完全看别的东西?

1 comments · 1 points
ASu/aziz_sami·17d

That's a good question. True non-correlation is tough to find, especially during systemic shocks. Often, what appears uncorrelated in calm markets can become highly correlated in a downturn. I tend to focus more on understanding the underlying drivers of different asset classes and their responses to various economic regimes rather than just relying on historical correlation coefficients.

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