Risk Parity Radio

Latest Episodes:

Episode 79: Gold, Highlander Crystal Balls, Alchemy And Our Weekly Portfolio Reviews As Of April 30, 2021 May 02, 2021

Show notes

In this episode we answer questions from Patrons Dominic and Jenny and Listeners #4593 and Phil about where to put your gold funds, making the transition to a risk-parity style portfolio, gold vs. bitcoin and a Ben Felix stock portfolio. Then we move to our weekly portfolio reviews of the sample portfolios you can find at The Risk Parity Radio Portfolios Page
Additional Links:
The Lindy Effect: Lindy effect - Wikipedia
Gold/Bitcoin Correlation Analysis: Asset Correlations (portfoliovisualizer.com)
Mandelbrot Set Video: Eye of the Universe - Mandelbrot Fractal Zoom
Ben Felix Five Factor Investing Video: Five Factor Investing with ETFs - YouTube
Ben Felix Five Factor Investing Paper: Five Factor Investing with ETFs | PWL Capital
Rational Reminder Podcast with Paul Merriman: RR #147 - Paul Merriman: We're Talking Millions - YouTube

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Special Announcement -- May 2, 2021 Q&A At High Noon Apr 29, 2021

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Please join Diania Merriam and me for a Q&A session on May 2 at noon EDT. Here is the link to register: Investing Demystified: Q&A with Frank Vasquez (webinarjam.com)

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Episode 78: Mailbag and Part Two Of The Analysis Of SPLB Apr 28, 2021

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In this episode, we answer emails from Brad, the Mysterious Visitor #6369, Robyn, Zach and Young about thanks, TIPs, TLT and leveraged bond funds. Then we complete our analysis of the SPDR Long Term Corporate Bond Fund, SPLB, using David Stein's Ten Questions to Master Investing:
1. What is it?
2. Is it an investment, a speculation, or a gamble?
3. What is the upside?
4. What is the downside?
5. Who is on the other side of the trade?
6. What is the investment vehicle?
7. What does it take to be successful?
8. Who is getting a cut?
9. How does it impact your portfolio?
10. Should you invest?
Links:
SPLB Fact Sheet: SPDR® Portfolio Long Term Corporate Bond ETF
Episode 70: IVOL Analysis Part One | Risk Parity Radio
Episode 72: IVOL Analysis Part Two | Risk Parity Radio
Correlation Analysis of TIP vs. short and intermediate treasuries: TIP Correlations (portfoliovisualizer.com)
Episode 9: PFF Analysis | Risk Parity Radio
SPLB Correlation Analysis: SPLB Asset Correlations (portfoliovisualizer.com)
SPLB vs. PFF Backtest Comparison: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

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Episode 77: Ordinary Brokerage Account Tax Basics And Related Questions From Brian And Jamie Apr 26, 2021

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In this episode we go through the basics about the taxation of ordinary brokerage accounts at an elementary level and answer questions from Brian and Jamie about taxation of intermediate savings and tax location approaching retirement. Links:
Tax Schedules for Ordinary Income: 2021 Tax Brackets and Other Tax Changes (investopedia.com)
Long-Term Capital Gains Information and Tax Schedules: Capital Gains Tax 101 (investopedia.com)
Bogleheads on Investing Episode 032: Phil DeMuth, host Rick Ferri (podbean.com)
Using the Zero Percent LTCG's Rate In Retirement: Never Pay Taxes Again - Go Curry Cracker!

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Episode 76: Merriman Four-Fund, Bonds, Crystal Balls And Weekly Reviews As Of April 23, 2021 Apr 24, 2021

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In this episode we answer a question from Melissa about a Merriman Four-Fund Combo Portfolio, a question from Tony about a whole lot of stuff and then move to our weekly portfolio reviews of the sample portfolios you can find at The Risk Parity Radio Portfolios Page
Additional Links:
Merriman Retirement Portfolio: 6 Steps to the Ultimate Retirement Portfolio | Paul Merriman
Analysis Tweaking The Merriman Portfolio: Backtest Portfolio Analysis (portfoliovisualizer.com)
Long Term Treasuries/Stock Market Comparison: Backtest LT Treasuries Portfolio Analysis (portfoliovisualizer.com)
Correlation Comparison of GNR and PDBC: Correlations Comparison (portfoliovisualizer.com)

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Episode 75: An Email From Listener Mark And An Analysis Of SPLB (Part One) Apr 22, 2021

Show notes

In this episode, we answer a question from Mark about preparing for his impending retirement and begin our analysis of the SPDR Long Term Corporate Bond Fund, SPLB, using David Stein's Ten Questions to Master Investing:
1. What is it?
2. Is it an investment, a speculation, or a gamble?
3. What is the upside?
4. What is the downside?
5. Who is on the other side of the trade?
6. What is the investment vehicle?
7. What does it take to be successful?
8. Who is getting a cut?
9. How does it impact your portfolio?
10. Should you invest?
Links:
Episode 68 And Links: Risk Parity Radio Episode 68
Asset Correlation Analyzer: Asset Correlations (portfoliovisualizer.com)
Episode 14 (Bonds Part One): Risk Parity Radio Episode 14
Episode 16 (Bonds Part Two): Risk Parity Radio Episode 16
SPLB Fact Sheet: Fact Sheet: SPDR® Portfolio Long Term Corporate Bond ETF
SPLB Summary Prospectus: Summary Prospectus for SPLB

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Episode 74: Action-Packed Bonus Episode! Once Again With The Email! Apr 20, 2021

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In this action-packed bonus episode we answer listener questions from Javen, Tim, Julie, Don and Jacob about an experimental portfolio, valuation metrics and academic studies on risk parity, variations on the Risk Parity Ultimate sample portfolio, highly correlated meat products and total bond funds. Relevant Links:
Javen S XVZ link: How Does Barclays’ XVZ ETN Work? | Six Figure Investing
Javen S Portfolio Backtest: Backtest Portfolio Asset Allocation
Berkeley Academic Paper: risk parity111111.pdf (berkeley.edu)
Managing Multi-Asset Strategies Chapter 4: Chapter-4-from-Managing-MultiAsset-Strategies-2018.pdf - Google Drive
The All-Weather Story: All-Weather-Story.pdf
Risk Parity Ultimate Variants: RPU Portfolio Backtest
The Mega REIT Correlation Matrix: Asset Correlations

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Episode 73: Mailbag Time And Weekly Portfolio Reviews As Of April 16, 2021 Apr 18, 2021

Show notes

We begin this episode by answering questions from Claudia, Jane and Richard, about bond tents, Roth IRAs for teenagers and long-term treasury bonds, then set up for a couple new episodes to be made in the future with Jason and Erik, and then moving to our weekly portfolio reviews of the sample portfolios you can find at The Risk Parity Radio Portfolios Page
Additional links:
Michael Kitces Bond Tent Article: The Portfolio Size Effect And Optimal Equity Glidepaths
Early Retirement Now Data Sets: EarlyRetirementNow SWR Toolbox v2.0
Early Retirement Now SWR Series #34: Using Gold as a Hedge against Sequence Risk
Bond Convexity Article: High Profits at Low Rates: The Benefits of Bond Convexity – Portfolio Charts
Father McKenna Center: Home - The Father McKenna Center

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Episode 72: Mailbag And The Analysis Of IVOL (Part Two) Apr 14, 2021

Show notes

We begin this episode with two emails from Maggie and Dominic and then move on to the second half of an analysis of the ETF IVOL, the Quadratic Interest Rate Volatility and Inflation Hedge ETF, as suggested by listener Boone B. For the analysis, we use David Stein's Ten Questions to Master Investing:
1. What is it?
2. Is it an investment, a speculation, or a gamble?
3. What is the upside?
4. What is the downside?
5. Who is on the other side of the trade?
6. What is the investment vehicle?
7. What does it take to be successful?
8. Who is getting a cut?
9. How does it impact your portfolio?
10. Should you invest?
Additional Links:
Portfolio Visualizer Analyzer By Asset Class (for Dominic): Backtest Portfolio Asset Class
IVOL Information Page: IVOL | IVOL (ivoletf.com)
IVOL Asset Correlation Analysis: IVOL Correlations
Portfolio Analysis of All Seasons vs. All Seasons w/IVOL: Backtest All Seasons Portfolios

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Episode 71: A Bursting Mailbag And Our Weekly Portfolio Reviews As Of April 9, 2021 Apr 10, 2021

Show notes

In this episode we take in emails from Anita, Ethan, Julie, Jeff and Ron and discuss structured products, small-cap value funds, using risk-parity portfolios for intermediate goals and experimenting with leveraged portfolios and bitcoin. And THEN we have our weekly portfolio review of the portfolios you can find at The Risk Parity Radio Portfolios Page
Additional links:
Correlation matrix of small-cap funds: Small Cap Asset Correlations
Assorted Portfolios With And Without Leverage At Optimized Portfolios: Optimized Portfolios Page

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