78 - Hacking Expectancy, or Breaking the Market? w/ Matt Hollerbach

1

Introduction

00:00 • 3min

2

The Importance of Geometric Returns in Asset Allocation

02:41 • 5min

3

Is There a Volatility Tax in Asset Allocation?

07:15 • 4min

4

Is the Volatility Drag for a Log Normal Distributed Return Stream?

11:14 • 4min

5

Is Credit Targeting a Form of Rebalancing?

15:18 • 4min

6

Is Your Work Coalesced With Your Options Strategy?

19:32 • 2min

7

You're an Engineer, Right?

21:39 • 2min

8

I'm a RIA and I've a Small RIA Called Pronghorn Analytics.

23:19 • 4min

9

Backtesting With Options

27:46 • 2min

10

Back Testing

29:33 • 4min

11

The 100 Reasons Why People Say Don't Use Stops

34:02 • 3min

12

Is a Stop on an Option a Better Bet?

36:37 • 4min

13

Stops Work Because They Do

40:24 • 2min

14

Coin Flip Games Can Be an Absolute Loser

42:07 • 3min

15

Is There a Difference Between the Geometric and the Arithmetic Return?

44:56 • 4min

16

How to Improve the Arithmetic Return

48:37 • 2min

17

Is Edge the Same as Expectancy?

51:00 • 4min

18

The Asymmetrical Impact of Volatility Tax

54:38 • 3min

19

Buying a Put Can Increase Your Expectancy

58:07 • 2min

20

Is Your Blog Title, Right, Break in the Market?

01:00:28 • 3min

21

Do You Think You Can Apply That Framework to Asset Allocation?

01:03:04 • 5min

22

TradeBusters - At Breaking the Mark

01:08:26 • 2min