Episode 110: Back In The Easy Chair With An Email Cornucopia
OwenJay👑
Description
<p>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!<br/><br/>And we are still a month behind on the emails.<br/><br/>Referenced links:<br/><br/>Episode 82 re the Hedgefundie portfolio: <a href='https://www.riskparityradio.com/podcast/episode/4c56653d/episode-82-email-extravaganza-transitioning-to-retirement-experimental-portfolios-and-more'>Podcast Episode 82| Risk Parity Radio</a><br/><br/>Lengthy Hedgefundie Portfolio Article: <a href='https://www.optimizedportfolio.com/hedgefundie-adventure/'>HEDGEFUNDIE's Excellent Adventure (UPRO/TMF) - A Summary (optimizedportfolio.com)</a><br/><br/>Article re 50/50 S&P/10-year treasury reference portfolio: <a href='https://www.alpha-week.com/risk-parity-gorilla-room'>The Risk Parity Gorilla In The Room | AlphaWeek (alpha-week.com)</a><br/><br/>50/50 S&P/10-year treasury vs. Golden Ratio backtest: <a href='https://www.portfoliovisualizer.com/backtest-asset-class-allocation?s=y&mode=1&timePeriod=4&startYear=1972&firstMonth=1&endYear=2021&lastMonth=12&calendarAligned=true&includeYTD=false&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&rebalanceType=1&absoluteDeviation=5.0&relativeDeviation=25.0&portfolioNames=true&portfolioName1=50%2F50+Stocks%2F10+Year+TBond&portfolioName2=Golden+Ratio&portfolioName3=Portfolio+3&asset1=TotalStockMarket&allocation1_1=50&asset2=TreasuryNotes&allocation2_1=50&asse
Uploader
isabel.loop
Episodes
Episode 110: Back In The Easy Chair With An Email Cornucopia
OwenJay👑