In this episode we answer emails from Melissa, Nick, Don, Matt H (x2), Andrew (x2) and Keith.  We dive into short-term correlations, agreements with Big Ern on ultra-conservative portfolios, Fractal vs Gaussian mathematics (oh, boy!), taunting Wealthfront a second time, and I-bonds preview,  leveraged etf portfolios,  VBR vs. VIOV, M1 pies, what's going on with Gamestop in VIOV and the Fama-French Three-Factor Model.  Are you ready for this?

Links:

Sample Portfolios Page:  Portfolios | Risk Parity Radio

Rational Reminder Podcast #151:  The Rational Reminder Podcast: Professor Brad Cornell: A Skeptic’s Look at the Cross Section of Expected Returns (EP.151) (libsyn.com)

Optimized Portfolios Site:  Leverage | Optimized Portfolio

Methodologies for S&P Style Factors and Funds:  S&P Methodologies Paper

Intro to Fama-French Three-Factor Model:  Fama and French Three Factor Model (investopedia.com)

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