Modern Portfolio Theory (MPT) has long served as a foundational framework for asset allocation and portfolio construction. This concept remains influential in both academic finance and practical investment management. But the question investors face today is not whether MPT was revolutionary—it clearly was—but whether its insights still hold up under real-world conditions, decades later.
We are creating a series of long-form educational videos that present materials often covered in our white papers. The intent of these videos is make [...]
The video maps out our mission, our core beliefs, and explains what we are trying to accomplish in the asset management business.
TKA readers, I've been thinking a lot about drawdowns recently. In fact, I was thinking so hard about them I wrote a paper with Jack [...]
We are going to try and post a video once every month. The intent is to democratize quant and train our audience to harness basic [...]
Wow, Turnkey Analyst and I have been buried at Turnkey Analyst working on a variety of research projects and hanging out with our families over [...]
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