10 ETFs For 2020: Zack’s ‘ETF Spotlight’ Podcast
Quant | Cross Asset Research, ETF investing, Macro, ETF Model Portfolios
Contributor Since 2017
Astoria Portfolio Advisors LLC ("Astoria") specializes in the construction, management, and sub-advising of ETF Managed Portfolios. When constructing our portfolios, Astoria utilizes a quantitative and cross asset investment framework. We stress test our models through various quantitative risk models in order to understand our portfolio risks and to help determine when risk budgets should be expanded or minimized. Astoria's founder, John Davi, has 18 years of experience spanning across Macro ETF Strategy, Quantitative Research and Equity Derivatives. John was Head of Morgan Stanley’s Institutional ETF Content where he produced hundreds of strategic content pieces over an 8-year period. It was a Multi-Asset job and involved developing investment ideas to add alpha to investors’ portfolios. For more information on Astoria, as well as important disclaimers, visit our website: www.astoriaadvisors.com/disclaimer
Click here to listen to the podcast
Astoria participated in Zack’s ‘ETF Spotlight’ podcast on January 16, 2020 to discuss Astoria’s portfolio construction process.
The following topics were discussed:
Our macro and quantitative framework for evaluating asset classes
How we combine factors in a portfolio
The importance of including alternatives
How we select ETFs
The importance of using risk models
Best, Astoria Portfolio Advisors
Astoria Portfolio Advisors Disclosure: As of the time of this writing and podcast, Astoria held positions in VTI, VOO, SPY, EDIV, IVE, QVAL, DON, AGG, BND, IHDG, DGRW, IEMG, IEFA, MCHI, GDX, GLD, GLDM, IAU, MNA, BTAL, COMB, and KBWB across a variety of our ETF model portfolios. Note that this is not an exhaustive list of our ETF holdings across either Astoria’s dynamic or strategic ETF portfolios. Our holdings will vary depending on risk tolerances, tracking error bands, and client mandates. For full disclosure, please refer to our website.