This chapter delves into the intricacies of rebalancing investment portfolios, particularly focusing on volatile assets like cryptocurrencies and managed futures. It emphasizes customized strategies that adapt to market volatility, while providing insights into asset exchange considerations and historical performance. Key discussions include risk management, the implications of leverage in investing, and protection measures against extreme market fluctuations.
In this episode we answer emails from Steve, Grant, and Alexi (a/k/a "the Dude"). We discuss investing in managed futures and property and casualty insurance companies, rebalancing mechanisms and fitting those into a portfolio, Grant's various gambling problems with leveraged funds and assorted Metaverse doom-scrolling, and the recent annoying changes with Portfolio Visualizer. And our charitable push for our charity, the Father McKenna Center --get the match!
Links:
Father McKenna Center Donation Page (don't forget to include "The Financial Quarterback Match" in the comment/dedication box): Donate - Father McKenna Center
SocGen Managed Futures CTA And Trend Indices: Prime Services (Newedge) Indices (societegenerale.com)
Kitces Rebalancing Methods Article: Optimal Rebalancing – Time Horizons Vs Tolerance Bands (kitces.com)
New Testfol Backtester With OPTRA Example: testfol.io
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