Episode Details
| Title | Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16) |
|---|---|
| Date | 4/21/2025 |
| Podcast | Flirting with Models ↗ |
Key Insights
Bullish:
- 🟢 $QIS - Simplify's QIS (Quantitative Investment Strategies) offerings provide defensive hedges and carry plays to mitigate tail risk and generate returns independent from traditional markets. These strategies are suggested as potential replacements for fixed income in portfolios due to challenges facing traditional bonds.
- “We offer tools like the QIS ETF and SMAs with QIS strategies, both defensive hedges like convexity and carry plays like volatility premium to mitigate tail risk and generate returns that are independent from traditional markets or beta sources.” - Roxton (6:06)
- “I think it could be within a sixty forty portfolio. I think it'd look really good maybe as a replacement for some of the fixed income strategies. Why am I saying that? Because with low yields of gutted their cushion, rising rates like we saw in '22 really hammering their value, any shocks like 2020 where they sold off along with equities not against them, Correlations crept up. Their safe even status is questionable now.” - Roxton (30:01)
- 🟢 $STRUCPREM - 🔒
- 🟢 $CROSSRISK - 🔒
- 🟢 $VOLPREM - 🔒
Bearish:
- 🔻 $FIXEDINC - 🔒