NRZ - New Residential Investment: Dynamic Hedging And Alpha Generation

• The yield spread between New Residential Investment and the 10-year treasury rate is currently near a historical low.
• With the unfolding macroeconomic risks and market volatility, hedging should be a priority for most investors.
• Simple diversification works effectively both as a hedge and as an alpha generation strategy.
• More sophisticated investors may also consider a dynamic allocation strategy to provide further protection and alpha potential.

For further details see: