Adapting Portfolios with the Shifting Correlation Between Stocks and Bonds — Live with Warren Pies

Published on
June 10th, 2021
Duration
59 minutes

Momentum Breakouts & Breakdown: Bitcoin, Commodities, Uranium Stocks, and More — Live With Michael Oliver


Adapting Portfolios with the Shifting Correlation Between Stocks and Bonds — Live with Warren Pies

Live ·
Featuring Warren Pies and Max Wiethe

Published on: June 10th, 2021 • Duration: 59 minutes

Warren Pies is well known on Real Vision for his coverage of the oil and energy sector. In the past year, however, he and his team at 3Fourteen Research have expanded their quantitative coverage far beyond this sector and constructed a dynamic real asset allocation model portfolio, which has outperformed the 60/40 benchmark in 2021 and in a long-term backtest with markedly lower beta. Pies will discuss how their current models are showing shifting correlations between stocks and bonds which spell even more trouble for the 60/40 portfolio. He will also touch on the claims that Bitcoin is uncorrelated to stocks, adding the nuance that it depends on which direction equities are moving. To view Warren's chart deck from this session, click here: https://rvtv.io/3pRfpEB

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