Thor and StratiFi: How To Manage Tail Risk in an Otherwise Passive Portfolio

At StratiFi, we believe tail risk management is necessary to help clients have a better investment experience and outcomes. A simple mean variance optimized portfolio wrongly assumes that risk can be measured by volatility alone. As a result, the prevailing theories of portfolio design around diversification are failing clients on a daily basis and should be supplemented with tail risk management.

How do you know if your clients are exposed to tail risk? What are some ways to manage tail risk? Can we actively manage tail risk in an otherwise passive portfolio?

While every other industry has embraced technology, benefited from its enhancements, and rethought old ways, financial services haven’t. It’s time that changed. Technology, data, and science can help measure tail risk and eliminate human emotions and biases that prevent investments from reaching their potential.

Join us for this educational session with Brad Roth from THOR Analytics (www.thorft.com) to learn more about tail risk and how to manage tail risk in an otherwise passive portfolio!

This webinar offers 1 free CE Credit (CFP® and CIMA® approved). Enroll in StratiFi University today and earn 1 CE for this webinar by clicking here.