E4: Live Q&A – Return Stacking During Market Corrections
Manage episode 434862843 series 3572448
Rodrigo Gordillo and Corey Hoffstein에서 제공하는 콘텐츠입니다. 에피소드, 그래픽, 팟캐스트 설명을 포함한 모든 팟캐스트 콘텐츠는 Rodrigo Gordillo and Corey Hoffstein 또는 해당 팟캐스트 플랫폼 파트너가 직접 업로드하고 제공합니다. 누군가가 귀하의 허락 없이 귀하의 저작물을 사용하고 있다고 생각되는 경우 여기에 설명된 절차를 따르실 수 있습니다 https://ko.player.fm/legal.
Join Corey Hoffstein, Rodrigo Gordillo, and Mike Philbrick for a special live episode of the Get Stacked podcast, aired on August 6, 2024. This episode dives deep into recent significant market events, discussing the Nikkei's historic 12.5% drop, the yen's trend reversals, and market volatility. AGENDA: - Global Macro Update - Broad expectations of Return Stacking during abrupt market selloffs - Brief discussion on how different stacks are responding in this environment - Q&A from the Audience (0:00) Introduction to crisis alpha and trend following (1:22) Podcast introduction, disclaimers, and live Q&A invitation (4:28) Market events, macro thesis, and volatility in return stacking (13:46) Defense leveraging and correlation nuances in portfolio management (24:01) Comprehensive discussion on trend following strategies (28:32) Historical perspective and recent market trends (33:17) Equity roles and crisis alpha in diversified trend mandates (42:30) Exploring futures yield and managed futures carry strategies (46:49) In-depth analysis of carry factor across asset classes (51:13) Portfolio positioning with diversification and correlation strategies (57:30) Case studies of trend and carry under various market conditions (1:00:08) Strategies for optimal return stacking allocation (1:03:49) Risk tolerance assessment for return stacking (1:05:35) Review of historical trend index returns and correlations (1:06:24) Housekeeping and closing remarks
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4 에피소드