May 6, 2020
Chad Glauser of Denver-based Alpine Quantitative Management joins the podcast to discuss his fund's strategy of using just three ETFs as a way to manage risk, gauge volatility, and produce returns.
The three ETFs track short-term Treasuries, long-term bonds, and the S&P 500. Alpine has been actively trading the strategy since late 2017 after an incubation period of about two years. The approach has worked, with the fund beating the hedge fund index for 22 straight months (and counting).
Content:
(Spotify users can click on the timestamp to link to the segment in
question)
- About the strategy: quick background and using volatility as an indicator (1:10)
- The "real-world example" of what happened in January and February, and how the fund adopted (2:42)
- How often, and quickly, the portfolio adjusts and why it is 100% allocated at all times (4:39)
- The current view of markets (5:46)
- Why Alpine views itself as the "anti-quant" quant (9:04)
- Background on Chad Glauser (12:35)
- How to get in touch (20:04)
For more information on the guest:
- Alpine Quantitative Management website: Alpine-Quant.com
- Chad Glauser's LinkedIn
Not intended as investment advice.