Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)

My guest is Rob Croce, Senior Portfolio Manager at Newton Investment Management Group. This episode is all about what Rob considers to be the two super factors: trend and carry. More importantly, how Rob uses them to inform how risk is taken within asset classes, across asset classes, and over time. Rob is not afraid to get in the weeds, either. For example, on the trend side we discuss details such as how to combine trend signals of different speeds, how to balance the probability of a trend signal being noise versus its likelihood of continuing, and how trend signals can be improved using clustering ideas. From high level thoughts about diversification to low level details about measuring bond carry correctly, there’s a lot to unpack in this episode. Please enjoy my discussion with Rob Croce. ====== Corey Hoffstein is the CEO and CIO of Newfound Research and portfolio manager of the Return Stacked® ETF Suite. Corey is an active researcher and his work has been published in the Journal of Indexing and the Journal of Alternative Investments. He is also the host of the popular quantitative investing podcast Flirting with Models. Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University. Follow Corey Hoffstein: ▶ Twitter: https://www.twitter.com/choffstein — Follow Flirting with Models: ▶ Apple: https://podcasts.apple.com/us/podcast/flirting-with-models/id1402620531 ▶ Spotify: https://open.spotify.com/show/1IXldCXztfTaZeHbtcDRQI Follow Return Stacked: ▶ Portfolio Solutions: https://www.returnstacked.com ▶ ETFs: https://www.returnstackedetfs.com

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