90 min listen
Learning to Play Offense and Defense | #43
ratings:
Length:
25 minutes
Released:
Mar 15, 2017
Format:
Podcast episode
Description
Episode 43 finds us revisiting the “solo Meb” show. This time, he walks us through his research paper, Learning to Play Offense and Defense: Combining Value and Momentum from the Bottom Up, and the Top Down. If you’re on-the-go, then this episode is perfect for you as it’s a bit shorter. Sorting stocks based on value and momentum factors historically has led to outperformance over the broad U.S. stock market. However, any long-only strategy is subject to similar volatility and drawdowns as the S&P 500. And as we all know, drawdowns of 50%, 60%, or even 90% make a buy-and-hold stock strategy incredibly challenging. Is there a way not only to add value on your stock selection, but also to reduce volatility and drawdowns of a long only strategy with hedging techniques? In Episode 43, Meb examines how we might combine aggressive offense and smart defense to target outsized returns with manageable risk and drawdowns.
Released:
Mar 15, 2017
Format:
Podcast episode
Titles in the series (100)
#2 - Patrick O’Shaughnessy - An Unexpected Drop-in from Patrick O’Shaughnessy: Meb and Patrick cover lots of ground in this fun episode. They discuss stocks not to own right now, Meb’s worst market loss of all time, and Patrick’s career advice in response to listener Q&A. They then get a laugh reading aloud the worst... by The Meb Faber Show