EPISODE · Sep 7, 2023 · 23 MIN
Episode 287: The Big Mo, Emerging Market GDP Follies, And Flying On A Golden Butterfly
from Risk Parity Radio · host Frank Vasquez
In this episode we answer emails from Chas, MyContactInfo and JDM. We discuss momentum-based funds and strategies (see also Episodes 218, 231 and 234), the inherent difficulties of trying to use GDP and other macro-economic data to make investing decisions and the basics of implementing a Golden Butterfly portfolio.Links:AQR Article -- Fama on Momentum: Fama on Momentum (aqr.com)Interview of Professor Fama: INVESTORS FROM THE MOON: FAMA (top1000funds.com)Chas' Asset Correlation Analysis: Asset Correlations (portfoliovisualizer.com)VIOV vs. XSVM vs. DFSVX: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)Swedroe Article re GDP and Emerging Markets: Is there a link between GDP growth and emerging market returns? | TEBI (evidenceinvestor.com)Support the show
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In this episode we answer emails from Chas, MyContactInfo and JDM. We discuss momentum-based funds and strategies (see also Episodes 218, 231 and 234), the inherent difficulties of trying to use GDP and other macro-economic data to make investing decisions and the basics of implementing a Golden Butterfly portfolio. Links: AQR Article -- Fama on Momentum: Fama on Momentum (aqr.com) Interview of Professor Fama: INVESTORS FROM THE MOON: FAMA (top1000funds.com) Chas' Asset ...
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Episode 287: The Big Mo, Emerging Market GDP Follies, And Flying On A Golden Butterfly
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