Patrick Rentz

Portfolio/Risk @ Logica Capital. My own views. Not investment advice.

[Patrick Rentz @PRentz]

@Josh_Ward LET'S GOO

[Patrick Rentz @PRentz]

@ScottNations Hi Scott - mind if I shoot you a DM?

[House That Hank Built @HouseHankBuilt]

Happy New Year! The #Braves are still World Series champs!!

[Patrick Rentz @PRentz]

@theFortMcKenry Long time, man! Read this article a few minutes ago. Pretty amazing. Hope you're doing well.

[Atlanta Braves @Braves]

THE ATLANTA BRAVES ARE WORLD SERIES CHAMPIONS!

#BattleATL | #ForTheA

[Atlanta Braves @Braves]

How did the last out look from the radio booth?

Take it away @IngramRadio, Joe Simpson and @JChad680!

#BattleATL

[Patrick Rentz @PRentz]

@volmagorov IMO, sometimes just have to do the dirty/elementary work of looking at multiple/several paths and considering each one. Not sexy, can't reduce to a single "risk" number, but it contains the most info

[Patrick Rentz @PRentz]

@KrisAbdelmessih @ncasenmare These are fantastic. I refer to the one on "e" every so often

[Patrick Rentz @PRentz]

@JasonMutiny @choffstein @FinancePirates Cover art is phenomenal

[Patrick Rentz @PRentz]

@darjohn25 Grew up going to the Varsity in Athens every other year when my Vols played at UGA. Just saw this week they're closing that location, such a shame!

[Patrick Rentz @PRentz]

@choffstein @WayneHimelsein and I were just discussing this today. Sometimes a great proxy for our own momo-biased stuff, sometimes not even close.

[Patrick Rentz @PRentz]

@Ksidiii @darjohn25 For sure, I envy Darrin's flexibility in these situations :)

[Patrick Rentz @PRentz]

@macrocephalopod @Sg423Sg Agree completely on #1. To your OP, though, the last 10y have been unusually strong for indices. But there have been bumps/big drawdowns that good vol mgrs should have taken advantage of to improve a portfolio.

[Patrick Rentz @PRentz]

@HF_Trader @KrisAbdelmessih I love both. Grew up in the south. Cali by the coast has high variance: tons to love, plenty to hate for some. But I'm willing to pay to live close to the ocean. Lots don't care.

[Patrick Rentz @PRentz]

@Ksidiii wild ride:

[Patrick Rentz @PRentz]

@KrisAbdelmessih I always try to put in the effort with people, but temper expectations. You're never gonna "fix" anyone. But with some effort, there's payoff. Distribution of outcomes is low hit rate, positive skew :)

In the end, people have to come to it on their own, but we can facilitate IMO

[💀Co-Founder, Skeleton Krew Inc. @aallssuupp]

@octonion In my lane now.

Here IMO is the greatest dissertation on variance in the history of variance dissertations.

https://t.co/SaYtffnn9J

[Patrick Rentz @PRentz]

@KrisAbdelmessih @AgustinLebron3 @Ksidiii @volmagorov Easiest way for me to learn all this stuff (and continue to reinforce) is/was visually. So many variables to try to keep in mind. Visualize and simplify.

[Patrick Rentz @PRentz]

@TheSpeculator0 @choffstein haven't had a chance to read Corey's piece yet but it's also mkt cap weighted which easily outweighs the momentum z-scores for many names