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