Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Introduction
00:00 • 2min
Adam Butler, Co-Founder of Resolve Asset Management
01:43 • 2min
Is There a High Bar for Portfolio Construction?
03:22 • 5min
The Catalyst for Machine Learning
08:40 • 4min
The Trade Off Between Strong Priors and Weak Priors
12:45 • 4min
How to Select a Relationship Between Past Returns and Future Returns
16:32 • 3min
Optimizing for Complexity in the Experimental Design
19:57 • 5min
Experimental Design
24:28 • 6min
Is There a Potential Edge in Forecasting?
30:11 • 3min
Is There a Complexity in Your Process?
32:58 • 2min
Explanatory Variables
35:19 • 3min
Is There a Way to Add New Variables to Machine Learning?
38:11 • 5min
The Importance of Seasonality in a Managed Futures Program
42:43 • 3min
Is Carry the Ultimate Risk Predia Strategy?
46:00 • 6min
Is There a Benefit to Conditioning Trend on Carry?
51:47 • 2min
Allocator: Is It Trend Following?
53:58 • 4min
Is There a Constraint on Concentration in a Portfolio?
57:57 • 3min
The Threat of Risk Management
01:00:39 • 2min
The Evolution of the Full Stack Machine Learning Approach
01:02:42 • 4min
Is There a Future in Machine Learning?
01:06:19 • 3min
Risk Parity - Should I Allocate to Commodities?
01:08:53 • 4min
Risk Parity
01:12:48 • 5min
Is There a Line Item Risk?
01:18:03 • 5min
The Final Question of the Season Is Looking Back on Your Career to Date
01:22:35 • 2min