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Risk Parity Radio

Episode 350: Skew And Managed Futures, Family Trucksters And Uncle Frank Says "Do Both"

Jul 11, 2024
36:22

In this episode we answer emails from Jeffrey, Justin and Matt.  We discuss the concept of "skew" generally and in the context of investing in managed futures, a "station wagon" portfolio similar in macro-allocations to the new OPTRA sample portfolio, and the age old question of whether to pay down debt or invest.  (Uncle Frank says "Do Both.")

Links:

Basic Article About Skew:  Right Skewed vs. Left Skewed Distribution (investopedia.com)

MFUT Fund Fact Page:  Cambria Chesapeake Pure Trend ETF (MFUT) | Cambria Funds

Justin's Station Wagon Portfolio:  The Station Wagon Portfolio - Google Docs

Risk Parity Chronicles Video on Asset Swaps:  How to Do an Asset Swap (youtube.com)

Arch Portfolio Backtester:  Portfolio Backtest — Arch Indices Portfolio Analyzer


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