Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Flirting with Models
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Is There a Countercyclical D Risking in the Portfolio?
A lot of man's futures programs will operate by looking at the total volatility of the portfolio. If you want to survive, and your job is to compound wealth at a reasonable rate with reasonable risk over the long term, i think you need that thermistat to have multiple inputs going into it. So there's kind of a push pull in that thermostat that considers both the breadth of opportunity, but also the implied volatility of participating in that opportunity. You can't just go for it with huge leverage when when the stars ar lighting up. I don’t have a problem with that. Some people do. But if you want to be responsible about how much money you get from
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