4min chapter

Animal Spirits Podcast cover image

Talk Your Book: Large Cap Alpha

Animal Spirits Podcast

CHAPTER

How to Handle the Weighting of Your Portfolio

A lot of quant strategies, if they're more diversified, will just equal weight of portfolio. How do you handle the weighting of it? Because you have more concentrated portfolio, but you do have higher weightings in your big names. Do they grow to that size, or do you double down in positions at times? So 90% of the names in the portfolio, we try to keep a below 6%.

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