Long term treasury bonds were the big winner last week. Commodities represented by the fund PDBC were up 1.62% for the week. Gold and managed futures kind of just doing their own things. This all leads to steady improvements in most of these portfolios.
In this episode we answer emails from Andreas and Brad. We discuss algorithmic factor funds like AVUV vs. basic index factor funds, basic principles of portfolio construction, low volatility funds, and the rebalancing research of Corey Hoffstein.
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.