In this episode we answer emails from Phil and Chris. We discuss moving from target date funds to low-cost index funds, why equity diversification needs a value tilt, how managed futures replication mimics an index fund in that asset class, options collars versus simply holding less equity, momentum models trade-offs and regime risk, long Treasuries compared with STRIPS for rate sensitivity, why TIPS don’t hedge portfolio-level inflation and practical ways to fight portfolio-level infla...
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In this episode we answer emails from Phil and Chris. We discuss moving from target date funds to low-cost index funds, why equity diversification needs a value tilt, how managed futures replication mimics an index fund in that asset class, options collars versus simply holding less equity, momentum models trade-offs and regime risk, long Treasuries compared with STRIPS for rate sensitivity, why TIPS don’t hedge portfolio-level inflation and practical ways to fight portfolio-level infla...
Episode 458: Withdrawal Mechanics, Modelling, Futures Contracts And GOOOOLD, And Portfolio Reviews As Of October 17, 2025
Risk Parity Radio
40 minutes
1 month ago
Episode 458: Withdrawal Mechanics, Modelling, Futures Contracts And GOOOOLD, And Portfolio Reviews As Of October 17, 2025
In this episode we answer emails from Ron, Mark, Rick and Keith. We revel in your generosity and discuss the mechanics of monthly withdrawals and how rebalancing smooths that over, modelling portfolio with money going in and money going out, and a follow up on portfolios employing futures contracts as leverage. And gooooold! And THEN we our go through our weekly portfolio reviews of the eight sample portfolios you can find at Portfolios | Risk Parity Radio. Additional Lin...
Risk Parity Radio
In this episode we answer emails from Phil and Chris. We discuss moving from target date funds to low-cost index funds, why equity diversification needs a value tilt, how managed futures replication mimics an index fund in that asset class, options collars versus simply holding less equity, momentum models trade-offs and regime risk, long Treasuries compared with STRIPS for rate sensitivity, why TIPS don’t hedge portfolio-level inflation and practical ways to fight portfolio-level infla...
