Quantitative investing, asset allocation, and portfolio strategy by Corey Hoffstein
Corey Hoffstein reveals collaboration for alternative strategy models with WisdomTree team, Corey Hoffstein states
Corey Hoffstein announced a new collaboration with the model portfolio team at WisdomTree. The partnership involves developing model series that stack a diversified set of alternative strategies, ...
Corey Hoffstein: Private equity and private credit viewed as alternatives
Corey Hoffstein commented on the perception of certain investment options as alternatives, noting that private equity and private credit are often referred to as such. Hoffstein questioned the use ...
Compounding approach examined by Janus Henderson asset allocation co-heads, Corey Hoffstein notes
Janus Henderson’s co-heads of global asset allocation, Philip Maymin and Allan Maymin, are featured in a discussion on compounding through risk rather than return. Corey Hoffstein highlights ...
Corey Hoffstein: Quarterly commentary released for Return Stacked ETFs suite
Corey Hoffstein has announced that the latest quarterly commentary for the Return Stacked suite of ETFs is now available. The update provides insights into the performance and developments within ...
Fee structures differ from assumptions in SG Trend Index, Corey Hoffstein notes
Corey Hoffstein challenges the common belief that most managers in the SG Trend Index operate under a 2 and 20 fee structure. He explains that many do not follow this standard, which ...
Corey Hoffstein: Performance fees may be introduced for mutual funds and ETFs
Corey Hoffstein questions the possibility of performance fees being implemented in mutual funds and ETFs. This suggestion raises new considerations for the investment industry, as such fee ...
Script unintentionally executes multiple $5500 orders over months, Corey Hoffstein reveals
Corey Hoffstein accidentally left active a script designed to test Kalshi's API. As a result, it placed $5500 orders repeatedly over the past few months. Hoffstein acknowledged the oversight, ...
Corey Hoffstein: Winton plans U.S. equity and managed futures ETF launch
Corey Hoffstein reports that Winton has filed for a U.S. equity and managed futures ETF. According to Hoffstein, the managed futures component of the ETF will combine trend and carry strategies. ...
BlackRock launches iShares return stacking ETF, Corey Hoffstein notes
Corey Hoffstein highlights BlackRock's move into return stacking with the launch of the iShares Macro AlphaBeta Active ETF. Hoffstein emphasizes that the return stacking ETF category could reach ...
Corey Hoffstein: Advisors adopted stacking for alternatives and core equities
Corey Hoffstein reflects on advisors' approach to investment selection three years ago, noting that RSST presented a question about the need to choose between alternatives and core equities. The ...
Daiwa introduces new bonds and gold product in Japan, Corey Hoffstein notes
Corey Hoffstein reports that Daiwa Asset Management is launching a new investment product in Japan that combines bonds and gold. He also observes that return stacking strategies are continuing to ...
Corey Hoffstein: Return Stacked U.S. Stocks and Gold Bitcoin ETF surpasses $100 million AUM
Corey Hoffstein announced that the Return Stacked U.S. Stocks and Gold Bitcoin ETF, ticker RSSX, has surpassed $100 million in assets under management. The milestone reflects growing interest in ...
Players earning in-game currency convert to Bitcoin or USD, Corey Hoffstein notes
Corey Hoffstein explains that players earned in-game currency, which they then converted to Bolivars for spending, to USD for savings stability, and sometimes to Bitcoin. He comments that ...
Corey Hoffstein: Questions QQQ approach to exchange-listed company selection
Corey Hoffstein questions the logic behind QQQ as a product, specifically asking why investors buy a fund composed of companies merely because they are listed on a particular exchange, excluding ...
Margin calls may come from puts or long calls, Corey Hoffstein notes
Corey Hoffstein clarifies that while flex options were purchased, this fact does not directly explain a margin call or a haircut situation. He adds the margin call could have resulted from puts ...
Corey Hoffstein: Defined outcome products use exchange traded FLEX options
Corey Hoffstein clarifies that most defined outcome products use FLEX options, which are exchange traded and centrally cleared. According to Hoffstein, these products do not require OTC ...
Options trading added for certain ETFs, Corey Hoffstein reveals
Corey Hoffstein notes that obtaining options listings for an ETF largely involves submitting a request to Cboe. As a result, options trading is now enabled for some of the ETFs managed by the ...
Corey Hoffstein: High active share now linked to negative alpha since 2009
Corey Hoffstein highlights research indicating that high active share has been predictive of negative alpha in the period following 2009. He adds that by definition, funds with high active share ...
Levered single-name ETFs rise to $65 billion, Corey Hoffstein notes
Corey Hoffstein highlights that over the last four years, levered single-name ETFs have expanded rapidly, growing from zero to $65 billion in assets. He observes that as this trend continues, ...
Corey Hoffstein: Shift from pensions to self-insurance increases individual risk in retirement planning
Corey Hoffstein raises the issue that moving from pooled structures such as corporate pensions, where population statistics help to manage longevity risk, to self-insuring longevity risk through ...
Quarterly commentary for Return Stacked ETFs released, Corey Hoffstein notes
Corey Hoffstein announced that the latest quarterly commentary for the Return Stacked suite of ETFs is now available. No additional details were provided in the ...
