SI106: Ray Dalio's underwhelming 2020 performance and the FED ft. Moritz Seibert

Today, we discuss the Federal Reserve’s current inflation targets, whether it is ok for systematic managers to turn off their systems during periods of high volatility & uncertainty, the looming questions around Ray Dalio & Bridgewater’s underwhelming performance in 2020, volatility control vs risk control, and why liquidity should be an important deciding factor for investors when choosing a money manager. Questions we answer this week include: How do you size your positions once maximum portfolio risk is reached? Do have you have any tips on how to perform volatility-control?

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Episode TimeStamps:

00:00 – Intro

02:30 – Macro recap from Niels

04:36 – Weekly review of performance

31:24 – Q1; Daniel: How do you size new positions once your intended maximum portfolio risk is reached?

39:17 – Q2; Dave: Do you have any pointers on how effectively perform volatility targeting?

55:30 – Benchmark performance update

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