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How Leveraged ETFs Really Work (Marco Sammon & Chirs Murray) | #432
October 22, 20261:41:18
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In this episode, we are joined by Chris Murray, quantitative researcher and former equity quant and trader, and Marco Sammon, Assistant Professor of Finance at Harvard Business School, for an exceptionally nerdy deep dive into leveraged exchange-traded funds (ETFs). Drawing on their research, Chris and Marco challenge common assumptions about daily rebalancing, volatility drag, and the long-term performance of leveraged products, offering a more rigorous framework for understanding how these…