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The 'All-Weather' Strategy - Thriving in Up & Down Markets (QIF 2021)

Updated: Oct 18, 2021

We held our fifth webinar of the Quantitative Investing Festival (QIF 2021) on 21 September 2021. Lim Eng Guan, Co-Founder & Managing Partner of AllQuant, shares on an established quantitative approach to asset allocation known as Risk Parity.


Highlights of The Presentation


Here is a recap of the highlights of the day.

  1. How do you want to grow your wealth?

  2. Risks of buy and hold in stocks

  3. All-weather strategy reduces uncertainty

  4. Diversification - your free lunch

  5. Choice of assets - correlation

  6. Size of assets - risk-based sizing

  7. All-weather rebalancing in 2018

  8. All-weather portfolio model performance from 2005-2021

You can watch the full webinar below (watch it on YouTube to navigate the webinar to the part you are interested in using timestamps):

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AllQuant has a working arrangement with Ou Da Wei, Senior Investment Adviser from iFAST Global Markets (Singapore). You can now build our multi-strategy portfolio and be diversified across assets, countries, and strategies with them through their platform.


If you want to know more about the portfolio and what we can do for you, please click below.




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