Episode 248: Crazy Rising Rate Funds, Levered Constructions, Correlation Data Anomalies And Portfolio Reviews As Of March 24, 2023
Risk Parity Radio
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The Nonsensical Ratings of a Lunatic Mind
This is another interesting portfolio construction you have created here for us to peruse. You are talking about the nonsensical ravings of a lunatic mind. Now as for your non fundamental beliefs like 15% nominal gold is just right, I think that belief is actually borne out by some data. My own guess is that managed futures should be no more than 10 to 15% in a nominal portfolio. And treasury bonds or long treasury bonds should be slightly more than that.
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