Risk Parity Radio Frank Vasquez

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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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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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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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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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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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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