Show from 10/8/21

Wharton Finance Professor Jeremy Siegel kicks off the show with his market update discussing the employment report, fed posture, volatility in overseas commodities, and more. Then, are you interested in using an adaptive approach to investing? Host Jeremy Schwartz brings on the authors of a new paper titled “Return Stacking” about how to leverage to boost returns. Learn how to create an inflation sensitive basket of commodities, emerging market currencies, and more.

Guest:

Corey Hoffstein – Co-Founder and Chief Investment Officer of Newfound Research. Co-author of a new paper called “Return Stacking.”

For more on Newfound Research visit their website: https://www.thinknewfound.com/

Follow him on Twitter: @choffstein

Listen to his podcast here: https://blog.thinknewfound.com/podcast/

Rodrigo Gordillo – President and Portfolio Manager at Resolve Asset Management. Co-author of the book “Adaptive: Asset Allocation, Dynamic Global Portfolios Profits in Good Times and Bad.” Co-author of a new paper called “Return Stacking.”

Follow him on Twitter: @RodGordilloP

For more on Resolve Asset Management visit their website: https://investresolve.com/

Follow WisdomTree on Twitter: @WisdomTreeETFs

Follow Jeremy Schwartz on Twitter: @JeremyDSchwartz

Definitions:

CRB index: Commodity Research Bureau Index acts as a representative indicator of today's global commodity markets. It measures the aggregated price direction of various commodity sectors.

CPI: Consumer Price Index is a measure that examines the weighted average of prices of a basket of consumer goods and services, such as transportation, food, and medical care. It is calculated by taking price changes for each item in the predetermined basket of goods and averaging them.

PPI: Producer Price Index measures the average change over time in the selling prices received by domestic producers for their output. The prices included in the PPI are from the first commercial transaction for many products and some services.

TIPS: Treasury Inflation Protected Securities.

Derivative: a security whose value is determined by another asset.

Sharpe ratio: Measure of risk-adjusted return. Higher values indicate greater return per unit of risk, specifically standard deviation, which is viewed as being desirable.

Beta: A measure of the volatility of a security or a portfolio in comparison to a benchmark. In general, a beta less than 1 indicates that the investment is less volatile than the benchmark, while a beta more than 1 indicates that the investment is more volatile than the benchmark.

Coupons: The annual interest rate stated on a bond when it’s issued. The coupon is typically paid semiannually. This is also referred to as the “coupon rate” or “coupon percent rate.

Basis point: 1/100th of 1 percent.

Drawdown: Periods of sustained negative trends of return.

Put option: an option to sell assets at an agreed price on or before a particular date.

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