Adam Butler - The "Ultimate Gift" (S1E1)
Flirting with Models
00:00
Adaptive Asset Allocation - The Evolution of Portfolio Optimization
"We believe that in the asset class space that returns are a function of risk and that that relationship is broadly linear," he says. "Exymatically it means that all major asset classes have approximately the same sharp ratio." The firm's strategy involves using momentum, cross-sectional asset class momentum to inform its active use.
Transcript
Play full episode
