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HML Compounder: Value, Momentum, Trend, & Leverage

The Security Analysis Podcast

CHAPTER

Exploring Value Factor Investments and Diversification Strategies

This chapter delves into the speaker's allocation to Evantas funds, emphasizing their low fees and skilled team, alongside a discussion on the advantages of daily traded systematic portfolios with reduced fees. The conversation covers Q-Val's ability to maintain fees, the speaker's momentum investing approach, and their use of managed futures for capital efficiency. Additionally, the chapter examines different managed futures vehicles like DBMF and KMLM, highlighting the impact of high volatility and the comparison of funds with varying volatility levels.

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