Artwork

Konten disediakan oleh Alpha Architect. Semua konten podcast termasuk episode, grafik, dan deskripsi podcast diunggah dan disediakan langsung oleh Alpha Architect atau mitra platform podcast mereka. Jika Anda yakin seseorang menggunakan karya berhak cipta Anda tanpa izin, Anda dapat mengikuti proses yang diuraikan di sini https://id.player.fm/legal.
Player FM - Aplikasi Podcast
Offline dengan aplikasi Player FM !

Compound Your Knowledge: Trend-Following, Portfolios, And Risk Factors

24:49
 
Bagikan
 

Manage episode 236843511 series 2431123
Konten disediakan oleh Alpha Architect. Semua konten podcast termasuk episode, grafik, dan deskripsi podcast diunggah dan disediakan langsung oleh Alpha Architect atau mitra platform podcast mereka. Jika Anda yakin seseorang menggunakan karya berhak cipta Anda tanpa izin, Anda dapat mengikuti proses yang diuraikan di sini https://id.player.fm/legal.
This week Ryan and I discuss three posts. First, we examine a guest post titled, “Trend Following on Steroids,” which examines ways to enhance a simple trend-following strategy. Second, we examine a post I wrote regarding how to use trend-following within a standard stock/bond portfolio. Last, we examine a post by Tommi on an AQR paper regarding how to measure Risk Exposures. Paper Links: Trend Following on Steroids https://alphaarchitect.com/2018/12/07/trend-following-on-steroids/ How to Use Trend Following within a Portfolio https://alphaarchitect.com/2018/12/04/how-to-use-trend-following-within-a-portfolio/ Measuring Factor Exposures: Uses and Abuses https://alphaarchitect.com/2018/12/03/measuring-factor-exposures-uses-and-abuses/
  continue reading

50 episode

Artwork
iconBagikan
 
Manage episode 236843511 series 2431123
Konten disediakan oleh Alpha Architect. Semua konten podcast termasuk episode, grafik, dan deskripsi podcast diunggah dan disediakan langsung oleh Alpha Architect atau mitra platform podcast mereka. Jika Anda yakin seseorang menggunakan karya berhak cipta Anda tanpa izin, Anda dapat mengikuti proses yang diuraikan di sini https://id.player.fm/legal.
This week Ryan and I discuss three posts. First, we examine a guest post titled, “Trend Following on Steroids,” which examines ways to enhance a simple trend-following strategy. Second, we examine a post I wrote regarding how to use trend-following within a standard stock/bond portfolio. Last, we examine a post by Tommi on an AQR paper regarding how to measure Risk Exposures. Paper Links: Trend Following on Steroids https://alphaarchitect.com/2018/12/07/trend-following-on-steroids/ How to Use Trend Following within a Portfolio https://alphaarchitect.com/2018/12/04/how-to-use-trend-following-within-a-portfolio/ Measuring Factor Exposures: Uses and Abuses https://alphaarchitect.com/2018/12/03/measuring-factor-exposures-uses-and-abuses/
  continue reading

50 episode

Όλα τα επεισόδια

×
 
Loading …

Selamat datang di Player FM!

Player FM memindai web untuk mencari podcast berkualitas tinggi untuk Anda nikmati saat ini. Ini adalah aplikasi podcast terbaik dan bekerja untuk Android, iPhone, dan web. Daftar untuk menyinkronkan langganan di seluruh perangkat.

 

Panduan Referensi Cepat