Risk Parity Radio Episode 110: Back In The Easy Chair With An Email Cornucopia
In this all-email extravaganza we address emails from Spencer, Nick, Bob, Randy, Falco, Kevin, and Daniel. We address the Hedgefundie Portfolio (again!), an article about a 50/50 stock/10-year treasury reference portfolio, BigErn's research about gold (again!), CAPEd and other common crystal balls and the erroneously implied mean-reversion assumption, gold etfs, using cash as a short-term risk-reducer, implementing the Golden Ratio in the Netherlands, a missing link from Episode 7 and implementing the Risk Parity Ultimate at M1 finance. Whew!
And we are still a month behind on the emails.
Referenced links:
Episode 82 re the Hedgefundie portfolio: Podcast Episode 82| Risk Parity Radio
Lengthy Hedgefundie Portfolio Article: HEDGEFUNDIE's Excellent Adventure (UPRO/TMF) - A Summary (optimizedportfolio.com)
Article re 50/50 S&P/10-year treasury reference portfolio: The Risk Parity Gorilla In The Room | AlphaWeek (alpha-week.com)
50/50 S&P/10-year treasury vs. Golden Ratio backtest: Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)
BigErn Gold Article: Using Gold as a Hedge against Sequence Risk – SWR Series Part 34 – Early Retirement Now
Episode 40 re Gold: Podcast Episode 40 | Risk Parity Radio
Dragon Portfolio Paper with 100-year Analysis: https://artemiscm.docsend.com/view/taygkbn
Next Level Life You Tube Video on Gold: Why Are Gold Portfolios So Dependable? - YouTube
Episode 70 re CAPE Ratio: Podcast Episode 70 | Risk Parity Radio
Ben Felix Episode re CAPE Ratio: RR #146 - Do Expected Stock Returns Wear a CAPE? - YouTube
Ben Felix Episode re Expected Returns: RR #151 - Professor Brad Cornell: A Skeptic’s Look at the Cross Section of Expected Returns - YouTube