Top Traders Unplugged

TTU117: Strategic Risk Management ft. Cam Harvey & Rob Carver

Dec 9, 2021
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Episode notes
1
Introduction
00:00 • 3min
2
The Importance of a Quaternary Role
02:43 • 4min
3
The Limitations of Portfolio Optimization
07:09 • 5min
4
The Three Dimensions of Portfolio Optimization
11:40 • 4min
5
The Difference Between Short Ratio and Positive Skew
15:59 • 2min
6
How to Optimize Your Strategy for Negative Skew
17:32 • 2min
7
How to Manage Portfolios in a Crisis
19:59 • 5min
8
The Benefits of Trend-Following
24:59 • 3min
9
The Role of Diversification in Investing in Trend Following Strategies
28:09 • 3min
10
The Importance of Diversification in Trend Following Models
31:35 • 2min
11
The Importance of Diversification
33:57 • 6min
12
Risk Management and Volatility Targeting
39:28 • 3min
13
The Leverage Effect
42:52 • 5min
14
The Advantages of Volatility Targeting
47:35 • 6min
15
The Importance of Drawdown
53:32 • 4min
16
The Importance of Rebalancing Assets
57:28 • 2min
17
The Negative Convexity of Rebalancing
59:26 • 4min
18
How to Use Trend Signals to Rebalance Your Portfolio
01:03:25 • 3min
19
The Importance of Timing in Machine Learning
01:06:44 • 2min
20
The Importance of Inflation in the 6040 Portfolio
01:08:22 • 3min
21
How to Hed Your Portfolio in the Face of Inflation
01:11:23 • 4min
22
The Fed's Abandonment of the Transitory Word
01:14:56 • 3min