Articles on investing and capital management, with a quantitative focus.

#prp - Permanent Risk Parity (how I invest)

Adding back into PRP


Earlier, I described a withdrawal from PRP where I sold some of my portfolio during a strong rally in stocks and gold. At the time, I made a commitment to reinvest the funds once I could.

Recently, 1/3 of these funds became available to me. The remaining 2/3 is still locked up. I invested the available amount immediately.

Luckily, the PRP is slightly lower than the point I sold at. Stocks, bonds, and gold have all declined recently.

I bought XIU (Canadian stocks), ZSP (US stocks), and XBB (bonds). I did not have to buy gold because it was already near its target weight in the portfolio due to a very strong year.

Jem Berkes