AQR Paper on Portfolio Optimization

Peterson: I like to think that there are a lot of people who listed the podcast and want me on every week because I have the view of the retail investor but I'm hoping that there also there's a small community of nerds who are listening who like me on. He says he has a very direct futures trading classic cta type strategy in his investing and training life if you like. The paper is kind of a take on the old other bays litterman bays the Bayesian black litterman paper which is you know must be 25 years old now possibly older so it's come and going back to that and doing someSomehow we'll talk about another AQR paper later this

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