Keeping Alive and Living to Fight Another Day?

Eder Hofer: Can you give us a sense of the process, what are the key metrics that you think about in terms of managing risk? You know, is it gross exposures that you're targeting a certain level of volatility? And then secondly, draw down and draw down management. He says Crable has gotten a lot better at thinking about how to deal with macro environments like 2011-2013 or 2016 - very low volume environment. But there's always going to be some sharp turn between now and next year. So we believe our trend follower portfolio can have a little bit more alpha when its target vol is higher than average.

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