Przejdź do trybu offline z Player FM !
Day 11 – How to Juice as Much Value as Possible from Trend Following - The Cheapest Factor Out There Today
Manage episode 233871463 series 2508179
In our second-to-last episode, ReSolve’s newest partner Jason Russell is joining us to share his wisdom on one of the most misunderstood strategies out there. While many investors are aware of the solid returns a simple trend following approach can produce, it is the ability to select from a wide universe of uncorrelated asset-classes (especially currencies and commodities) and to use multiple signals that offer the greatest benefits. These ensemble methods truly maximize the ability to harvest the trend (and any other) premium and add a significant Sharpe ‘bonus’ to portfolios.
Reference: https://investresolve.com/blog/diversification-what-most-novice-investors-miss-about-trend-following/
22 odcinków
Manage episode 233871463 series 2508179
In our second-to-last episode, ReSolve’s newest partner Jason Russell is joining us to share his wisdom on one of the most misunderstood strategies out there. While many investors are aware of the solid returns a simple trend following approach can produce, it is the ability to select from a wide universe of uncorrelated asset-classes (especially currencies and commodities) and to use multiple signals that offer the greatest benefits. These ensemble methods truly maximize the ability to harvest the trend (and any other) premium and add a significant Sharpe ‘bonus’ to portfolios.
Reference: https://investresolve.com/blog/diversification-what-most-novice-investors-miss-about-trend-following/
22 odcinków
Wszystkie odcinki
×Zapraszamy w Player FM
Odtwarzacz FM skanuje sieć w poszukiwaniu wysokiej jakości podcastów, abyś mógł się nią cieszyć już teraz. To najlepsza aplikacja do podcastów, działająca na Androidzie, iPhonie i Internecie. Zarejestruj się, aby zsynchronizować subskrypcje na różnych urządzeniach.