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Stocks and Rising Rates – Quantifying the Bear Case
- derivagral 6y agoWas mildly curious what the theory was, but giant paywall popup appeared to force signup. No thanks.
- precern_harlan 6y agoAuthor here. No payment, no signup. Just a clickwrap.
- derivagral 6y agoSo I did pop back in and check it out. Sounds like an interesting framework for spec'ing out scenarios in a way that doesn't involve a ton of spreadsheets. Is this a formalization of some of those processes that you've spent time on in the past? This wants to be a "I wish I could review some of my portfolio around tail risk or weird DCF values without a weekend of effort", right? Thanks for clarifying on the popup.
- precern_harlan 6y agoThanks for reading! You are correct. The goal is a product that clients can use to pressure test their own portfolio against tail risks. I plan on building out more scenarios over time. If you have any topics you think would be good to cover next, let me know!
- someguydave 6y agounfortunately it is not clear to me which assets will hold value as stocks decline. it seems all risk assets trade together these days
- precern_harlan 6y agoIt's a fair point. But some stocks can be more exposed than others.