63 min listen
IL01: Turning Water Into Wine with Diversification ft. Antti Ilmanen
IL01: Turning Water Into Wine with Diversification ft. Antti Ilmanen
ratings:
Length:
67 minutes
Released:
Jun 29, 2022
Format:
Podcast episode
Description
In today’s episode, Antti Ilmanen, author and Global co-head of the Portfolio Solutions Group at AQR Capital Management, joins us to discuss key learnings from his new book, “Investing Amid Low Expected Returns”. We break down why commodities are crucial for generating returns in periods of high inflation and how to manage risk through diversification. We also discuss portfolio construction and whether bonds are still valuable in a diversified portfolio, market timing and how to balance emerging markets and developed markets in your investment strategy, why a diversified blend of risk premia is advantageous and finish off highlighting potential pitfalls of using long-term data and much more.
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Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website).
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written https://www.toptradersunplugged.com/Ultimate (here).
And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here).
Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (here).
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast.
Follow Kevin on https://twitter.com/kcold1 (Twitter).
Follow Antti on https://www.linkedin.com/company/aqr-capital-management (LinkedIn) & https://www.amazon.com/gp/product/B09Y2JK2WF/ref=dbs_a_def_rwt_hsch_vapi_tkin_p1_i0 (read his book).
Episode TimeStamps:
00:00 - Intro
03:36 - About Antti’s book, “Investing Amid Low Expected Returns”
15:22 - The importance of commodities, especially during inflationary times
21:36 - What’s up with bonds?
30:06 - Emerging markets vs. high beta
38:40 - Alternative risk premia...both Alpha & Beta like
47:00 - The idea of valuation spreads and crowding concerns
52:04 - The defensive bucket...getting rid of the junk
01:02:16 - Summary by Kevin and Niels
Copyright © 2022 – CMC AG – All Rights Reserved
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. https://www.toptradersunplugged.com/resources/ebooks/ (Click Here)
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! https://www.toptradersunplugged.com/resources/market-trends/ (Click Here)
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. https://www.toptradersunplugged.com/resources/ (Click Here)
https://www.toptradersunplugged.com/legal/privacy-policy/ (Privacy Policy)
https://www.toptradersunplugged.com/disclaimer/ (Disclaimer)
----
----
Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website).
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written https://www.toptradersunplugged.com/Ultimate (here).
And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here).
Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (here).
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast.
Follow Kevin on https://twitter.com/kcold1 (Twitter).
Follow Antti on https://www.linkedin.com/company/aqr-capital-management (LinkedIn) & https://www.amazon.com/gp/product/B09Y2JK2WF/ref=dbs_a_def_rwt_hsch_vapi_tkin_p1_i0 (read his book).
Episode TimeStamps:
00:00 - Intro
03:36 - About Antti’s book, “Investing Amid Low Expected Returns”
15:22 - The importance of commodities, especially during inflationary times
21:36 - What’s up with bonds?
30:06 - Emerging markets vs. high beta
38:40 - Alternative risk premia...both Alpha & Beta like
47:00 - The idea of valuation spreads and crowding concerns
52:04 - The defensive bucket...getting rid of the junk
01:02:16 - Summary by Kevin and Niels
Copyright © 2022 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. https://www.toptradersunplugged.com/resources/ebooks/ (Click Here)
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! https://www.toptradersunplugged.com/resources/market-trends/ (Click Here)
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. https://www.toptradersunplugged.com/resources/ (Click Here)
https://www.toptradersunplugged.com/legal/privacy-policy/ (Privacy Policy)
https://www.toptradersunplugged.com/disclaimer/ (Disclaimer)
Released:
Jun 29, 2022
Format:
Podcast episode
Titles in the series (100)
TTU02: Why The Game of Picking Sectors is a Fool’s Errand ft. Jason Gerlach of Sunrise Capital Partners – 2of2 by Top Traders Unplugged