Jim Masturzo - Tactical Asset Allocation (S3E4)
Flirting with Models
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The Art and the Science of Optimizing Your Portfolios
So i find this idea of building all these different, for lack of bettr word, almost regime based models really interesting. Walk me through then, how you think about either combining them or finding the trades across them and applying them to your egi as ad alocation. So l said we we run memarins optimization, and we do re sampling and shrinkage and all that sort of stuff to produce better results. We have a set of signals that we look at, some of those, or business cycle type signals. Where are we in the business cycle? We'll inform where we want to which of those models we might want to lean more heavily on or away from.
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