A Primer on Return Stacking

(00:02:00) - (First Question) The origins of the 60/40 portfolio

(00:04:30) - How to tackle the allocation problem when it comes to 60/40 

(00:08:15) - How Corey deals with the doubters when the strategy doesn’t work 

(00:12:00) - Reasons why it makes sense to continue to participate even when there have been periods of underperformance

(00:15:00) - Diversification in futures and stocks to create a less volatile investment journey

(00:19:15) - The origins of return stacking

(00:28:00) - Skepticism, evolution, and potential risks associated with portable alpha

(00:33:30) - The need for careful risk management and the importance of rebalancing when using leverage to amplify investment returns

(00:36:30) - Using historical data to determine the funding rate

(00:40:00) - Implied funding rates and the spread between futures markets and spot markets

(00:44:45) - The complexity of measuring market positions and strategies when it comes to futures and bonds

(00:46:30) - The challenges Corey faced when starting an asset management firm

(00:52:45) - The importance of presenting products in an understandable way for investors

(00:54:30) - Examples of products or investment ideas that Corey got wrong

(00:58:30) - The competitive nature of the ETF landscape and the importance of branding

(01:02:00) - Corey’s success navigating the challenging landscape of the ETF space

(01:05:15) - Fee competition and brand differentiation have led to firms exploring regulatory grey areas

(01:06:30) - The distinction between speculation and investing