Portfolio Construction and Diversification

In this episode I talk with Aneet Chachra, fund manager at Janus Henderson.

In his role, Aneet runs flow-driven strategies.  These are strategies that seek to find an edge in market events where trading volume creates a predictable pressure on price, such as index additions or deletions, corporate buybacks or issuance, or even the rebalancing of target date funds.  Our conversation is wide ranging, from the basics of how Aneet categorizes these types of trades, to views on how changing market structure has affected the opportunity set, to the impact of social leverage on risk management.

While the approach may be highly niche, Aneet is bursting with broadly applicable wisdom.

I hope you enjoy this episode with Aneet Chachra.