Fantastic! I’ve started to follow Rob’s work and currently reading Smart Portfolios. Somehow in reading the book (only half way through atm), I missed the aspect of volatility being the most predictable variable and that’s why so much of the weighting is volatility-focused. I’m sure it’s in the book, but picking that up in the interview was huge for me.
Excellent discussion.
Fantastic! I’ve started to follow Rob’s work and currently reading Smart Portfolios. Somehow in reading the book (only half way through atm), I missed the aspect of volatility being the most predictable variable and that’s why so much of the weighting is volatility-focused. I’m sure it’s in the book, but picking that up in the interview was huge for me.
Rob, you'll have to grow a beard before appearing on this show again
All great Quants require beards. It's the Thorpe-Simons theorem.