
Get Stacked Investment Podcast
E2. Secrets of Private Equity, Cocoa Trends & Optimal CTA Portfolio Weights
Jun 6, 2024
55:09
Corey Hoffstein, Adam Butler, and Michael Philbrick join Rodrigo Gordillo to discuss trend replication, private equity's role in modern portfolios, and the impact of large AUM on trend following. They explore balancing alpha generation with risk management, optimal allocation, and leveraging through treasury futures.
(0:00) Introduction to private equity returns
(1:03) Welcome and podcast introduction
(2:23) Introduction of hosts and guests
(3:32) Discussion on trend replication and recent market trends
(8:35) Impact of large AUM on trend following performance
(21:09) Balancing alpha generation and risk management in trend following
(25:55) The significance of independent bets in managed futures portfolios
(32:28) Discussion on optimal allocation to trend following strategies
(38:16) Trend following as a critical portfolio component
(53:25) Discussing leverage in the cheapest way possible through treasury futures
(54:54) Call to action: rating, review, and sharing the podcast
Remember Everything You Learn from Podcasts
Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.