E4: Live Q&A – Return Stacking During Market Corrections

Get Stacked Investment Podcast

Join Corey Hoffstein, Rodrigo Gordillo, and Mike Philbrick for a special live episode of the Get Stacked podcast, aired on August 6, 2024. This episode dives deep into recent significant market events, discussing the Nikkei's historic 12.5% drop, the yen's trend reversals, and market volatility. AGENDA: - Global Macro Update - Broad expectations of Return Stacking during abrupt market selloffs - Brief discussion on how different stacks are responding in this environment - Q&A from the Audience (0:00) Introduction to crisis alpha and trend following (1:22) Podcast introduction, disclaimers, and live Q&A invitation (4:28) Market events, macro thesis, and volatility in return stacking (13:46) Defense leveraging and correlation nuances in portfolio management (24:01) Comprehensive discussion on trend following strategies (28:32) Historical perspective and recent market trends (33:17) Equity roles and crisis alpha in diversified trend mandates (42:30) Exploring futures yield and managed futures carry strategies (46:49) In-depth analysis of carry factor across asset classes (51:13) Portfolio positioning with diversification and correlation strategies (57:30) Case studies of trend and carry under various market conditions (1:00:08) Strategies for optimal return stacking allocation (1:03:49) Risk tolerance assessment for return stacking (1:05:35) Review of historical trend index returns and correlations (1:06:24) Housekeeping and closing remarks