Fill The Gap: The Official Podcast of CMT Association Episode 60: Thoughtful Portfolio Management with Damanick Dantes, CMT
Jan 30, 2026
Damanick Dantes, founder of Dante's Outlook and CMT charterholder, builds adaptive quantitative portfolios. He talks trend, momentum and dispersion across global assets. He explains rotating sleeves like Bitcoin versus gold, volatility and correlation management, stress-testing models, and tailoring allocations for different client needs.
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Adjust Models For Volatility
- Adjust factor signals for asset volatility using ATR and stochastics within dispersion measures.
- Right-size allocations when assets become more volatile or more correlated than historical norms.
Stress Test Models With Historical Scenarios
- Regularly stress-test models across historical scenarios to understand potential outcomes.
- Use interns and simulations to replicate strategies and expose weaknesses before deploying to clients.
Use Short Rolling Correlations For Sizing
- Damanick uses a 90-day rolling correlation snapshot to judge relationships and right-size tracking error.
- He accepts correlation as time-varying and adjusts weights rather than making abrupt allocation shifts.
