Risk Parity Radio

Latest Episodes:

Episode 248: Crazy Rising Rate Funds, Levered Constructions, Correlation Data Anomalies And Portfolio Reviews As Of March 24, 2023 Mar 26, 2023

Show notes

In this episode we answer two emails from Alexi (a/k/a the "Dude") and another from Barry. We discuss funds that are designed to take advantage of rising interest rates like RRH, RISR and PFIX, another Dude-constructed accumulation portfolio with leveraged funds and some portfolio construction rules of thumb, and the noisy-ness of correlation data and matrices.
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
Additional links:
PFIX Webpage and Resources: PFIX Simplify Interest Rate Hedge ETF | Simplify
The Dude's New Portfolio Constructions compared with S&P500: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)
Portfolio Visualizer Correlation Tool: Asset Correlations (portfoliovisualizer.com)
Bogleheads Post about Morningstar Correlation Data: Morningstar Correlation Matrix - Bogleheads.org

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Episode 247: Back In The Saddle With Some Wide-Ranging Emails, Chihuahuas And My Wild Years Mar 22, 2023

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In this episode we answer emails from Clint, Jeff and Penny. We discuss brokerage firms and solvency issues, estimating expenses for long retirements and basic tax considerations in portfolio management.
Links:
Rob Berger Video About Brokerages and Solvency: What Happens to Our Investments if Schwab, Fidelity or Vanguard Collapse? - YouTube
Morningstar 2022 Retirement Report Download Page: 2022 Retirement Withdrawal Strategies Report | Morningstar
Portfolio Charts Article with Tax Loss Harvesting Pairs: Harvesting the Fall: Why I Sold All My Bonds – Portfolio Charts
Go Curry Cracker Article Re Tax Savings: Never Pay Taxes Again - Go Curry Cracker!

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Episode 246: Risk Parity ETFs, Leverage, Alternatives, Podcasts and Ohio! Mar 16, 2023

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In this episode we answer emails from Kevin, Graham and Boone. We discuss the risk parity ETFs, RPAR and UPAR, leveraged portfolios, alternative assets, ETFs and some of the podcasts I'm listening to these days.
Links:
RPAR webpage: RPAR Risk Parity ETF (rparetf.com)
Risk Parity Book Review: Top 10 Risk Parity Resources: #10... Shahidi (2021) (riskparitychronicles.com)
CFA Institute Manual Article: chapter-4-from-managing-multiasset-strategies-2018.pdf (callan.com)
Rational Reminder Video about Leverage: Investing With Leverage (Borrowing to Invest, Leveraged ETFs) - YouTube
Sound Investing Podcast: Sound Investing on Apple Podcasts
Money With Katie Podcast: The Money with Katie Show
Money With Katie Portfolio Analysis Blogpost: How to Diversify Outside of the Total Stock Market — Millennial Money with Katie
Ramit Sethi Podcast: Podcast - I Will Teach You To Be Rich
Macro Trading Floor Podcast: The Macro Trading Floor on Apple Podcasts
Eurodollar University Podcast: General 2 — Eurodollar University
Gestalt University Podcast: Resolve's Gestalt University on Apple Podcasts
Alpha Exchange Podcast: Alpha Exchange on Apple Podcasts
Excess Returns YouTube Channel (Corey Hoffstein Episode): Show Us Your Portfolio: Corey Hoffstein - YouTube
Retirement Planning Education YouTube Channel: Retirement Planning Education - YouTube

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Episode 245: Gold And Bonds And Sonia, Oh My! And Portfolio Reviews As Of March 3, 2023 Mar 04, 2023

Show notes

In this episode we answer emails from Anonymous, Jeffrey and Anderson. We discuss locations for putting gold in various accounts, rant about the physical gold racket, discuss theoretical and practical risk parity portfolios, and talk about short and long term treasuries.
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
Additional links:
Justin's Video Re Asset Swaps: How to Do an Asset Swap - YouTube
Justin's Video Re The Portfolio Visualizer Fund Factor Tool: How to Use the Fund Factor Regression Tool on Portfolio Visualizer - YouTube
Risk Parity Chronicles YouTube Channel: Risk Parity Chronicles - YouTube
CFA Institute Manual -- Risk Parity Chapter: chapter-4-from-managing-multiasset-strategies-2018.pdf (callan.com)
Early Retirement Now Article about Gold: Using Gold as a Hedge against Sequence Risk – SWR Series Part 34 – Early Retirement Now
Sonia's Crystal Ball Video: Crystal ball gazing, how to use a Crystal Ball ~ How to Scry with a Crystal Ball ~ by Sonia Parker - YouTube
EconoMe Conference: Our Speakers - EconoMe (economeconference.com)

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Episode 244: Fun With New Managed Futures Funds, TIPS Misconceptions And Portfolio Reviews As Of February 24, 2023 Feb 26, 2023

Show notes

In this episode we answer a series of emails from Drew and one from Ms. Annie Mouse. We discuss the fund BLNDX, managed futures and how to analyze new and composite funds and then rant about TIPs misconceptions and uses for your delight and amusement.
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
Additional links:
Podcast re BLNDX: Creating The Optimal Diversified Portfolio | Eric Crittenden | Episode 64 - The Market Call Show | Podcast on Spotify
Analysis of BLNDX vs. a 50/50 stock/managed futures portfolio: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)
Analysis of 50/50 stock/managed futures portfolio vs. Golden Ratio-style portfolio: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)
LTPZ vs. TLT analysis: https://tinyurl.com/2fgsgn8o
EconoMe: Our Speakers - EconoMe (economeconference.com)

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Episode 243: Dirty Harry's Managed Futures Portfolios, An Asset Replacement Experiment And Portfolio Reviews As Of February 17, 2023 Feb 19, 2023

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In this episode we answer emails from Johnny, Kevin and Daniel. We discussed managed futures vs. commodity funds, the Mt. Lucas "Dirty Portfolios" with KMLM and how to transition from one asset to another in a portfolio with the beginning of a new pedagogical experiment in that.
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
Additional links:
Dirty Portfolios Article with Dirty Harry Quotes: Dirty Portfolios - Managed Futures As A Portfolio Element (mtlucas.com)
Side-by-Side Analysis Of Original and Planned Golden Ratio Portfolios: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)
Side-by-Side Analysis of Original and Planned Levered Golden Ratio Portfolios: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)
EconoMe Conference: Programming & Activities - EconoMe (economeconference.com)

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Episode 242: Lemmy Joins Some Of The Regulars For Q&A And Portfolio Reviews As Of February 10, 2023 Feb 12, 2023

Show notes

In this episode we answer emails from Alexi (a/k/a "the Dude"), the effervescent MyContactInfo, and Mike. We discuss a Portfolio Visualizer fund selection tool for factor investing, Merton and other academics, and an uncannily familiar diversified portfolio recently featured in a Marketwatch article. And we play some Motorhead and rant about financial media a bit.
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
Additional links:
Portfolio Visualizer Fund Factor Attribution Tool: Mutual Fund and ETF Factor Performance Attribution (portfoliovisualizer.com)
Rational Reminder Interview of Robert C. Merton: Episode 234: Prof. Robert C. Merton: ICAPM, Retirement, and Models in Finance — Rational Reminder
MarketWatch Article: This 'crazy' retirement portfolio has just beaten Wall Street for 50 years - MarketWatch
Easy Improvements to Marketwatch-featured portfolio: Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)
EconoMe Conference: Programming & Activities - EconoMe (economeconference.com)

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Episode 241: Entertaining The Masses With Asset Selection Tricks And Techniques Feb 09, 2023

Show notes

In this episode we answer two looooong emails from Mark and Andreas. We discuss Mark's quandaries with a 457 plan and Andreas's Risk Parity fever brought on by topics that include how to choose ETFs for each asset class, leverage in bond funds, TIPS, a proposed portfolio, other alternatives like long-short, market neutral and options strategies and musings about taxes and currency exposures. And then we conclude with Polo Hofer.
Links:
Father McKenna Center donation page: Donate - Father McKenna Center
Risk Parity Chronicles video tutorial on asset swapping: How to Do an Asset Swap - YouTube
Risk Parity Chronicles series on TIPS: Eight Observations About TIPS (riskparitychronicles.com)
ETF Database: ETF Database: The Original & Comprehensive Guide to ETFs (etfdb.com)
Bloomberg Presentation on Asset Classes in Inflationary Environments: MH201-SteveHou-Bloomberg.pdf (markethuddle.com)
Vanguard Commodities Paper: Commodity investing and its role in a portfolio (vanguard.com)
Antti Ilmanen books: Books by Antti Ilmanen (Author of Expected Returns) (goodreads.com)
EconoMe Conference: EconoMe Conference - March 17th-19th, 2023

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Episode 240: Dirty Harry Kicks Over A Dignity Bucket And Portfolio Reviews As Of February 3, 2023 Feb 05, 2023

Show notes

In this episode we answer emails from Kyle, Esek and Erin. We discuss 529 plans, what is "enough" in terms of this podcast, and THEN the meta approaches to retirement planning and the importance of distinguishing portfolio construction and allocation strategies from portfolio management techniques, including a tour on the Good Ship Lollipop with the Outlaw Josey Wales. Errata: I said "Bernstein assumptions" when I meant "Bengen assumptions."
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
EconoMe Conference link: Programming & Activities - EconoMe (economeconference.com)

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Episode 239: A Potpourri Of Esoteric Eccentricities On Groundhog Day! Feb 02, 2023

Show notes

In this episode we answer emails from Gareth, Mark and Alex. We talk about the meta-differences in investing in various countries, utilities, long dollar funds like UUP, specialized commodities mutual funds like LCSIX and a couple new leveraged funds with mixed asset classes.
Links:
LCSIX Fact Sheet: LoCorr-Funds-Long-Short-Commodities_fact_sheet.pdf (locorrfunds.com)
Alex's SEC Link To Return Stacked Funds Prospectuses: https://www.sec.gov/Archives/edgar/data/1924868/000138713122011734/newfound-485apos_112322.htm
Resolve Asset Management Return Stacking White Paper: Return Stacking: Strategies For Overcoming a Low Return Environment (investresolve.com)
Resolve Asset Management YouTube Channel (Video on Risk Parity): Risk Parity Is the Answer: What Was the Question? (EP.18) - YouTube
EconoMe Conference: Programming & Activities - EconoMe (economeconference.com)

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