Top Traders Unplugged cover image

SI302: The Negative Crisis Beta and CTA's Hidden Market Timing Skills ft. Nick Baltas

Top Traders Unplugged

CHAPTER

Optimal Portfolio Volatility and Risk Management

Exploration of risk aversion, leverage, asset allocation adjustments, and statistical analysis in determining the appropriate level of portfolio volatility to avoid catastrophic losses, with a focus on managing liabilities, skewness in returns, and drawdowns in trading programs.

00:00
Transcript
Play full episode

Remember Everything You Learn from Podcasts

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