Liam Underwood

Former Canada 7s and 15s player. Queen's University Alumni

[Liam Underwood @Lubird9]

@choffstein AQR (of course) has a good piece on how active extension helps mitigate this https://t.co/ciOiNcmbX4

[Liam Underwood @Lubird9]

@HML_Compounder @choffstein Currency?

[Liam Underwood @Lubird9]

@ryenarussillo

[𝗕𝗜𝗟𝗟 𝗦𝗪𝗘𝗘𝗧 @billsweet]

extremely interesting analysis by Ethan Arsht - scrubs wikipedia to create a wins-above-replacement ranking for military commanders

finds Bonaparte as the champ at 16.7 WAR

16.7 - Napoleon
7.3 - Caesar
7.1 - Wellesley
6.0 - Shingen
5.6 - Khalid
5.4 - Hannibal
5.0 - US Grant

[Liam Underwood @Lubird9]

@verdadcap Very interesting! Have you looked at this with Mahalnobis distances to take into account the covariation of economic signals?

[Liam Underwood @Lubird9]

@RodGordilloP Any chance there will be a recording available?

[Liam Underwood @Lubird9]

@NomadicSamuel Have you come across any comparable ETFs? FLSP seems similar but much lower vol

[Liam Underwood @Lubird9]

@NomadicSamuel A related piece I’m sure you would find interesting

https://t.co/IbhlZDQ2BH

[Liam Underwood @Lubird9]

@NomadicSamuel Any good sources of historical data to back test the multi asset carry portion?

[Liam Underwood @Lubird9]

@nomadicsammy @AuspiceCapital @AuspiceTim Do you have a ticker for that?

[Liam Underwood @Lubird9]

@awealthofcs Isn’t that relatively the same thing that has happened every hiking cycle over the last 40 years?

[Liam Underwood @Lubird9]

@choffstein The managed futures exposure sounds similar to the methodology $DBMF is using. Is that a fair comparison but maybe a broader universe?

[Liam Underwood @Lubird9]

@choffstein Congratulations!

[Liam Underwood @Lubird9]

@choffstein The Spy and the Traitor

[Liam Underwood @Lubird9]

@CliffordAsness could you explain why m (multiple expansion) is not considered in the leveraged return calculation and is only added after?

[Liam Underwood @Lubird9]

@4golfonline How important is using the same type of ball (whatever that brand may be) to your consistency in a year of golf? Ie if you’re bouncing between different brands/categories does that have a meaningful impact on your scores?

[Liam Underwood @Lubird9]

@BobEUnlimited Do you think this applies across the PE/privates landscape or more contained to VC? Or maybe VC is just the most extreme example?

[Liam Underwood @Lubird9]

@choffstein @drctypea Any thoughts on why in the economic trend following section, expansionary monetary policy is bearish for fixed income? I can see it for future expected returns, but for trend I would have thought it was bullish

[Liam Underwood @Lubird9]

@andrewdbeer1 any thoughts on $HFND and the potential similarities to $DBMF

[Liam Underwood @Lubird9]

@BigBreakfastLob @HML_Compounder Because most of the year the curve has been bear flattening?

[Liam Underwood @Lubird9]

@CliffordAsness You must be watching the PE version