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390 TIP. Quantitative Investing Tactics w/ Michael Gayed

On today’s episode I sit down with Michael Gayed. Michael is the portfolio manager at Toroso Asset Management and writer of the Lead Lag Report. Michael’s white papers have won multiple awards, including the Charles H. Dow award in 2016.

IN THIS EPISODE, YOU’LL LEARN:
0:00:00 – Intro
0:10:00 – Michael Gayed background in finance and learnings from his father
0:03:04 – Bob Farrell 10 rules
0:05:21 – How contrarian is Michael Gayed now with the markets and how bullish he is in the next 10 years
0:08:25 – People buying most at the top
0:13:00 – 2 Stats: Up capture and down capture
0:15:24 – “To Kill It in the stock market you have to not get killed”. Risk management in actual practice.
0:19:28 – When to use leverage and when not to
0:22:29 – The interesting correlation between gold and lumber and how to use it as a key indicator
0:27:24 – How a highly active, tactical rotation approach can beat the market (Intermarket approach to beta rotation paper)
0:29:31 – How to track utilities and when we should keep an eye on the VIX
0:36:30 – Is shorting volatility long term the closest thing to a sure bet?
0:40:29 – Intermarket approach to tactical rotation
0:42:41 – What are the Tools, studies, and Technical analysis michael gayed use
0:47:35 – What is the current bull case for gold?
0:51:25 – Take on all-weather fund vs. something that constantly rotates
0:56:46 – Rules-based approach
1:00:06 – Benchmark for a fund that has many allocations across many assets

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