Comments on: Feature Presentation (Hybrid Portfolio Theory Slideshow) http://venturepopulist.com/2009/06/introducing-hybrid-portfolio-theory-slides/ "Venture to the People" Fri, 30 Jul 2010 16:09:31 -0400 http://wordpress.org/?v=2.8.6 hourly 1 By: jerryhaworth http://venturepopulist.com/2009/06/introducing-hybrid-portfolio-theory-slides/comment-page-1/#comment-62 jerryhaworth Mon, 20 Jul 2009 15:28:28 +0000 http://venturepopulist.com/?p=833#comment-62 we have been doing this strategy for 7 years with average return of >20% p.a. The Fund only invests up to 25% of the portfolio in long dated options and the rest in cash. 2008 return +73%. Great strategy coz the correlation tends to MINUS one in big risk aversion periods coz we are long volatility. Glad to see the " barbell" strategy is getting airtime. Keep up the good work we have been doing this strategy for 7 years with average return of >20% p.a. The Fund only invests up to 25% of the portfolio in long dated options and the rest in cash. 2008 return +73%. Great strategy coz the correlation tends to MINUS one in big risk aversion periods coz we are long volatility.

Glad to see the ” barbell” strategy is getting airtime.

Keep up the good work

]]> By: Russ http://venturepopulist.com/2009/06/introducing-hybrid-portfolio-theory-slides/comment-page-1/#comment-42 Russ Thu, 25 Jun 2009 14:08:33 +0000 http://venturepopulist.com/?p=833#comment-42 Thanks for posting this. I missed the live presentation but will listen to the recording soon. I think it's a good thing that you're challenging conventional wisdom in these areas. I look forward to discussing these concepts with you further. Thanks for posting this. I missed the live presentation but will listen to the recording soon. I think it’s a good thing that you’re challenging conventional wisdom in these areas.

I look forward to discussing these concepts with you further.

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