Risk Model Blind Spots
Seth highlights the dangers of relying on short-term data for risk models, particularly in the context of inflation, which has been largely absent from recent economic discussions. He warns that the lack of historical perspective can lead to significant market mispricing when inflation inevitably resurfaces. Ted adds that as the market evolves, new participants may lack the historical context needed to navigate these risks effectively.In this clip
From this podcast
Capital Allocators – Inside the Institutional Investment Industry
Seth Masters – Investment Polymath (Capital Allocators, EP.38)
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