How to Stack Bonds and Managed Futures

The return stacking concept is that people can almost treat them like Legos to build whatever portfolio they're interested in building from an overlay perspective. You could have a gold base and layer of managers on top. It's another ensemble approach, basically. Exactly. You can't pick one you just picked both. That's a great question. So let's talk about a generic man, future is manager. What we do is instead of holding T bills, we hold, we take 50 cents and we basically put it in the Barclays Ag and the TF that replicates the Barclays Ag. And then we have 50 cents that serves as collateral to the Managed Futures program as well as a ladder of

Transcript

Play full episode

Remember Everything You Learn from Podcasts

Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.