I have been using risk parity for years!

I use a variation of the sharpe ratio, but basically I track what the capital at risk is within 1SD,. Then I calculate return on risk and factor in return on capital. I think this video is discussing risk parity as in volatility but is basically the same approach.

 

You remind me of that bum on the corner, shouting at everyone walking by.

 

Well then next time if I were you I'd listen to him.

 

Lol!!!!!!!