Episode Details

Episode 350: Skew And Managed Futures, Family Trucksters And Uncle Frank Says "Do Both"

Season 4 Episode 350 Published 1 year, 6 months ago

In this episode we answer emails from Jeffrey, Justin and Matt. We discuss the concept of "skew" generally and in the context of investing in managed futures, a "station wagon" portfolio similar in macro-allocations to the new OPTRA sample portfolio, and the age old question of whether to pay down debt or invest. (Uncle Frank says "Do Both.")

Links:

Basic Article About Skew: Right Skewed vs. Left Skewed Distribution (investopedia.com)

MFUT Fund Fact Page: Cambria Chesapeake Pure Trend ETF (MFUT) | Cambria Funds

Justin's Station Wagon Portfolio: The Station Wagon Portfolio - Google Docs

Risk Parity Chronicles Video on Asset Swaps: How to Do an Asset Swap (youtube.com)

Arch Portfolio Backtester: Portfolio Backtest — Arch Indices Portfolio Analyzer