An All-Weather Portfolio by Anthony Garner
Here, we’ll look at how you can structure a portfolio to achieve a good balance between gains and volatility, and how you can program a backtest for it using code in the Python language.
The “All Weather Portfolio” was developed and made famous by Ray Dalio of Bridgewater Associates, one of the world’s largest hedge funds. It is the investing strategy used in its All Weather Fund. But what is this strategy?