Episode 90: Here We Go Once Again With The Emails! Whoa!

<p>In this episode we answer emails from Melissa, Nick, Don, Matt H (x2), Andrew (x2) and Keith.  We dive into short-term correlations, agreements with Big Ern on ultra-conservative portfolios, Fractal vs Gaussian mathematics (oh, boy!), taunting Wealthfront a second time, and I-bonds preview,  leveraged etf portfolios,  VBR vs. VIOV, M1 pies, what&apos;s going on with Gamestop in VIOV and the Fama-French Three-Factor Model.  Are you ready for this?<br/><br/>Links:<br/><br/>Sample Portfolios Page:  <a href='https://www.riskparityradio.com/portfolios'>Portfolios | Risk Parity Radio</a><br/><br/>Rational Reminder Podcast #151:  <a href='https://rationalreminder.libsyn.com/professor-brad-cornell-a-skeptics-look-at-the-cross-section-of-expected-returns-ep151'>The Rational Reminder Podcast: Professor Brad Cornell: A Skeptic’s Look at the Cross Section of Expected Returns (EP.151) (libsyn.com)</a><br/><br/>Optimized Portfolios Site:  <a href='https://www.optimizedportfolio.com/category/leverage/'>Leverage | Optimized Portfolio</a><br/><br/>Methodologies for S&amp;P Style Factors and Funds:  <a href='https://www.spglobal.com/spdji/en/documents/methodologies/methodology-sp-us-style.pdf'>S&amp;P Methodologies Paper</a><br/><br/>Intro to Fama-French Three-Factor Model:  <a href='https://www.investopedia.com/terms/f/famaandfrenchthreefactormodel.asp'>Fama and French Three Factor Model (investopedia.com)</a></p>