Category: Term
The term premium for bonds is difficult to caputre without de-risking a portfolio. Using levered ETPs can help maintain equity exposure while adding bonds.
We revisit the idea of portable beta to introduce a tactical 90/60 model, which uses value, trend, and carry signals to govern equity and bond exposure.
It is often assumed that declining interest rates were a significant boon to fixed income returns over the last several decades; but is that true?
Yield Curve Trades with Trend and Momentum
By Corey Hoffstein
On October 14, 2019