This podcast episode delves into Rob's investment mandate, emphasizing a risk parity approach that balances risk across various asset classes while leveraging trend and carry signals for optimal portfolio construction. Rob explains the superiority of trend over momentum in predicting performance, discusses the importance of signal speed and the dynamics of combining trend and carry signals, and highlights the need for adaptability in investment strategies. Through a critical reflection on risk parity and its potential resurgence amidst changing market conditions, Rob underscores the necessity of maintaining balance and learning from both successes and failures in investment philosophy.
