Was This Hedge Fund's Performance Pure Luck? with Corey Hoffstein

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About this episode

Corey Hoffstein discusses return stacking, the often-overlooked effect of rebalancing timing, and finding alpha in increasingly efficient markets. The conversation also explores his views on trend following, the 13-month momentum anomaly, and his ETF strategies for portfolio construction.

Discussion themes

• Return stacking and portfolio construction.
• The effect of rebalancing timing.
• Finding alpha in increasingly efficient markets.
• Trend following, the 13-month momentum anomaly and Corey’s ETF strategies.

These notes summarize the original episode description. They are not a transcript.