The Benefits of Vol Targeting

So what I did in my blog post is basically to say, well, what's the maximum CAGR I can squeeze out of these guys? Okay. So actually, when you consider the non-Gaucien returns and you apply this metric: "What's the maximum geometric turn I could possibly squeeze out?" The CTA strategy wins hands down. But it's also true that for even lower levels of leverage,. like more reasonable levels of leverage, the trend-falling strategy is still better. It still makes sense. See, if you're running at, say, twice leverage to run that, rather than to run the equity market usual strategy. That's all I had

Transcript

Play full episode

Transcript

Episode notes

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!

Get the app