RSBT - Risk Parity Chronicles

Quick Musings on RSST

Sep 7, 2023 9 min read RSST Capital Efficiency RSBT

I’m not exactly back, but this morning’s Twitter review rocked my mental space all day, to the point that I’m compelled to write. And the news…the launch of RSST, Return Stacked ETFs U.S. Stocks & Managed Futures Fund. Read up on it, and have some wonderings to share!

Risk Parity Resources: All About Capital Efficiency

Feb 24, 2023 6 min read Resources Capital Efficiency GDE NTSX RSBT Leverage

Finally now wrapping up the mini-series on capital efficiency, this time by passing along a few resources that I have found helpful in my investigation. Kind of a Noah’s Ark of resources: two new whitepapers, two links to papers I have already reviewed, two helpful videos, and two websites.

Announcing the Capital Efficient Butterfly!

Feb 21, 2023 7 min read Capital Efficiency Test Portfolios GDE Golden Butterfly Levered Butterfly NTSX RSBT Managed Futures CEB

All this talk of Capital Efficient ETFs has led me to create a new test portfolio: the Capital Efficient Golden Butterfly (CEGB). It’s 40% NTSX, 25% GDE and 35% RSBT, profitable but still diversified, with 75% in additional leverage. Backtests are awesome - can’t wait to watch its progress!