“My biggest challenge is portfolio construction…”

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Michael,

My biggest challenge is portfolio construction: what is the best way to construct an optimal portfolio of uncorrelated instruments for a trend following strategy?

Any links and thoughts are highly appreciated.

Lastly, have you considered doing a podcast on your life in [name] and how it’s different compared to the US.

I am from Germany but live in Chicago. I have always had a big fascination for south east Asia (spent a summer in India).

Erik H.

I have added bits and pieces over the years re [name] to the podcast, but not yet a specific episode. On portfolio construction? I give a ton away across my website and books, but for more 1:1 issues I handle that through my Flagship product.

The Author