The Markowitz framework updated: how quants think about investing risk(quantbase.substack.com)
quantbase.substack.com
The Markowitz framework updated: how quants think about investing risk
https://quantbase.substack.com/p/how-quants-think-about-risk
https://quantbase.substack.com/p/how-quants-think-about-risk
I thought the discussion focusing on Sharpe was really interesting. There's lots of higher risk investing opportunities like options, alternatives, and crypto, but not a way to put them on the same scale vs each other.
Edit: They run an Inverse Cramer Index (https://www.getquantbase.com/fund/details?title=Inverse%20Ji...)