Many investors see macro forecasting as a process about making bold binary predictions about the future of the economy and the market. Those predictions can gets lots of press when they are right, but the reality is that risk management and probabilities are much more important to a macro process than big, bold calls. In this episode we talk to Darius Dale of 42 Macro, who has developed a systematic process to address these issues. We talk about the process of identifying the market regime using quantitative methods and how to use that information to build portfolios and manage risk. We also couldn't help but ask for his outlook on all the major asset classes based on his systematic framework.  

We hope you enjoy the discussion.

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Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.

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