Quantitative investing, asset allocation, and portfolio strategy by Corey Hoffstein
Corey Hoffstein: Most no-transaction-fee mutual funds pay Schwab 40 basis points annually
Corey Hoffstein questions concerns arising among ETF industry participants regarding fee structures. According to Hoffstein, in the mutual fund space, Schwab's Mutual Fund OneSource allows ...
ETF AUM hits $4bn and platform AUM reaches $62bn, Corey Hoffstein notes
Corey Hoffstein highlights the significant achievements of industry peers who have spent years developing their businesses. He cites $4 billion in ETF assets under management (AUM) by Meb Faber, ...
Corey Hoffstein: Comparing turnkey return stacking with managed futures strategies
Corey Hoffstein explores the concept of turnkey return stacking and portable alpha solutions by comparing two portfolio options: 100% S&P 500 plus 100% managed futures versus 100% U.S. bonds plus ...
JPM brings new $50 billion equity trend option, Corey Hoffstein notes
Corey Hoffstein highlights that JPM has launched another equity and trend-following option aimed at investors interested in return stacking. He points out that this category could reach $50 ...
Corey Hoffstein: Increasing fund granularity could lead to explicit LDI strategies
Corey Hoffstein raises the possibility that adding more granular funds to address duration mismatches could effectively lead investors toward using explicit liability-driven investment (LDI) ...
Parallel kyc order book liquidity could be a main focus, Corey Hoffstein notes
Corey Hoffstein suggests that if he were running Hyperliquid or Lighter, he would reserve most of his "season 3" resources for building parallel KYC order book liquidity. This indicates that ...
Corey Hoffstein: Path dependency raises risk in t-bill investments
Corey Hoffstein discusses the perceived safety of U.S. Treasury bills, or t-bills, and raises concern about their extreme path dependency risk. While acknowledging their reputation for being ...
Hyperliquid sees $11 billion in traditional markets volume, Corey Hoffstein notes
Corey Hoffstein comments on the high trading volume achieved by Hyperliquid in current markets. He points out that this amounts to $11 billion in dollar volume specifically on traditional ...
Corey Hoffstein: Portfolio hit all-time high in October 2007
Corey Hoffstein, industry influencer, shared a personal anecdote about his college portfolio reaching a new all-time high on October 9, 2007. He humorously connected this milestone with the onset ...
Intel hits new all-time high after 26 years, KonekoKitten notes
KonekoKitten, industry influencer, highlights that Intel has reached an all-time high for the first time in 26 years. The influencer points out that despite recent highs in March 2018, April 2019, ...
Corey Hoffstein: $100 minimum per ETF trade discourages small transactions
Corey Hoffstein commented that a fee range of $4.95 to $7.95 per trade would be more in line with historical norms. He added that the imposition of a $100 minimum per ETF trade effectively ...
Bitcoin supply could shrink by 25-30 percent under BIP-361, Corey Hoffstein notes
Corey Hoffstein analyzed the potential impact of BIP-361, suggesting that if it were implemented immediately, 25-30% of the current Bitcoin supply would become permanently inaccessible. Hoffstein ...
Corey Hoffstein: Defining optimal return stacking requires addressing constraints and objectives
Investment professional Corey Hoffstein comments on the complexity of defining an optimal return stacking strategy. He highlights that without clearly established constraints and objectives, ...
Alpha shaped by constraints faced by long-only managers, Corey Hoffstein discusses
Corey Hoffstein raises questions about the differences in alpha generation between long-only managers and market neutral managers. He asks how much of the performance gap is due to manager talent ...
Corey Hoffstein: Bonds still offer destination diversification despite increased volatility
Corey Hoffstein recommends a quick read of a resource, highlighting an important perspective on bonds. Hoffstein asserts that while bonds may not reduce portfolio volatility as effectively in ...
Plans to introduce new Return Stacked IndexShield Elite 7 and Managed Futures ETF, Corey Hoffstein notes
Corey Hoffstein announced plans to launch the Return Stacked IndexShield Elite 7 and Managed Futures ETF. The tweet from Hoffstein suggested enthusiasm for introducing these new investment ...
Corey Hoffstein: AQR launches Delphi Fusion Global UCITS Fund in Europe
Corey Hoffstein commented on the launch of a new product for European investors. While Return Stacked funds are not coming to Europe soon, AQR has launched the Delphi Fusion Global UCITS Fund, ...
Diversification cost depends on funding source, Corey Hoffstein notes
Corey Hoffstein highlights Quantica's latest take on diversification strategies. According to Hoffstein, the cost of diversification is determined more by how it is funded than by the ...
Corey Hoffstein: Instant buying and selling in payment process questioned
Corey Hoffstein raises a theoretical question on the mechanics of financial transactions. He queries why it is not possible to buy just before payment and sell immediately after, thereby bypassing ...
S&P licensing not exclusive to trade, Corey Hoffstein notes
Corey Hoffstein commented on S&P’s decision to underwrite an offering involving the Hyperliquid ecosystem, stating that this move highlights the maturity and growing reputation of Hyperliquid. ...
Corey Hoffstein: DeFi swap leads to $50 million loss
A tweet by Corey Hoffstein comments on the risks of decentralized finance (DeFi) after an apparent swap of $50 million aUSDT for just $36,000 aAAVE. Hoffstein highlights how self-custody and ...
