Episode 306: Bootstrapping and EconoMe and Mini-ranting, Oh My!

In this episode we answer emails from Jenzo, Priah and Matt. We discuss a levered portfolio and tracking errors, the limitation of Scott Cederburg's latest academic paper, bootstrapping -- what it is and how it works --, what "blend" means in factor-speak, and some pitfalls with Portfolio Visualizer's datasets, And also the upcoming EconoMe Conference in March 2024 with a discount code for our listeners, "riskparityradio": Links: EconoMe Conference: EconoMe Conference - M...