#43 - Learning to Play Offense and Defense
Episode 43 finds us revisiting the “solo Meb” show. This time, he walks us through his research paper, Learning to Play Offense and Defense: Combining Value and Momentum from the Bottom Up, and the Top Down. If you’re on-the-go, then this episode is perfect for you as it’s a bit shorter.
Sorting stocks based on value and momentum factors historically has led to outperformance over the broad U.S. stock market. However, any long-only strategy is subject to similar volatility and drawdowns as the S&P 500. And as we all know, drawdowns of 50%, 60%, or even 90% make a buy-and-hold stock strategy incredibly challenging. Is there a way not only to add value on your stock selection, but also to reduce volatility and drawdowns of a long only strategy with hedging techniques?
In Episode 43, Meb examines how we might combine aggressive offense and smart defense to target outsized returns with manageable risk and drawdowns.
More episodes from The Meb Faber Show
The Best Investment Writing Volume 3: Gary Antonacci – Extended Backtest of Global Equities Momentum
Last year when we published The Best Investment Writing Volume 2, we offered authors the opportunity to record an audio version of their chapter to …
#182 - Larry Hite - I Want To Be In A Position Where Something Great Can Happen…If I Don’t Get That, I Don’t Want To Play
In episode 182 we welcome our guest, Larry Hite. Larry and Meb start off the conversation with Larry’s origin as a trend follower, and the parallels …
#181 - Radio Show: Zero Trading Commissions…Valuations…And Trend Following
Episode 181 has a radio show format. We cover a variety of topics, including the new ETF rule:
- Major brokerage firms dropping ETF trading …
#180 - Rodrigo Gordillo - “This Craftsmanship Perspective Is About Identifying The Difference Between Complex Versus Robust”
In episode 180 we welcome back our guest, Rodrigo Gordillo. Meb and Rodrigo start the conversation with a walk through Rodrigo’s background and his experience growing up in Peru. Rodrigo …
The Best Investment Writing Volume 3: Justin J. Carbonneau – 10 Reasons Why It’s Tough to be a True “Intelligent Investor”
Last year when we published The Best Investment Writing Volume 2, we offered authors the opportunity to record an audio version of their chapter to …
#179 - Dan Ferris - What We Do In The Markets, It’s An Unnatural Act…You’ve Got To Have Some Discipline
In episode 179 we welcome our guest, Dan Ferris. Meb begins with a discussion of Dan’s background as a guitarist, and his path into finance.
Dan then provides a high level view of his …
How you can listen to this podcast
You can listen to episodes right here on the website, or if you prefer, in a podcast app. Listening in an app makes it easier to keep track of what you’ve already heard, listen without using your data plan and many other conveniences.