Скачать или смотреть The Macro Compass | LongtermTrends

Silvan introduces The Macro Compass - a research tool designed to identify macroeconomic regimes and analyze asset performance across different economic environments. Developed in collaboration with Emiliano Surballe and students from Columbia University, this tool helps investors navigate Goldilocks, Reflation, Stagflation, and Deflation periods.

In this video, we demonstrate how to use the Macro Compass to backtest investment strategies, optimize portfolios for the highest Sharpe ratio, and visualize the Efficient Frontier. We also explore how different assets like Stocks, Bonds, and Gold perform under shifting macro conditions.

⏱️ Chapters:
0:00 – Intro: What is the Macro Compass?
0:45 – Identifying Economic Regimes (Goldilocks vs. Stagflation)
1:55 – Analyzing Regime History
2:28 – Asset Performance: Stocks, Bonds & Gold
4:20 – Backtesting Investment Strategies
5:02 – Removing Forward-Looking Bias
5:40 – Optimizing Portfolios & The Efficient Frontier
9:05 – Deep Dive: Factors & Sectors
9:32 – Important Disclaimer

📊 Try the Macro Compass here:
https://www.longtermtrends.com/commun...

🎙 Hosted by Silvan Frank, Founder of LongtermTrends
https://x.com/silvan_frank
  / silvan-frank  

Disclaimer: This tool and video are for educational purposes only and do not constitute financial advice. Past performance is not indicative of future results.

#Macroeconomics #AssetAllocation #Investing #Backtesting #QuantitativeFinance #LongtermTrends