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- ReSolve Riffs on How to Replicate Trend Following Managed FuturesIn this episode, Adam, Rod and Mike review a new whitepaper called Peering Around Corners: How to Replicate Trend Following Managed Futures. They cover the motivation, methods, analysis and conclusions including ... ReSolve Asset Management
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Tactical Asset Allocation Alpha and The Greatest Trick the Devil Ever Pulled
Read moreThe investment industry has investors convinced that the only path to better performance is through stock selection. As a result, most investors approach the challenge of portfolio construction exactly backward, and miss out on the most important opportunities to produce differentiated performance. The purpose of this series is to challenge the conventions that lead to misguided asset allocation priorities, and…
Risk Parity isn’t the Problem, it’s the Solution
Read moreBank of America Merrill Lynch recently released a research note suggesting that Risk Parity investment strategies currently represent a substantial source of systematic risk in global markets. The note was picked up breathlessly by several media outlets and posted under sensationalist headlines employing eye-catching terms …
Brexit: A Case Study in Diversification and Downside Protection
Read moreYou probably know by now that Britain has voted to exit the European Union. We won’t offer detailed commentary on the political situation, but those who are interested can watch Prime Minister David Cameron’s resignation speech here, and …
The Importance of Asset Allocation vs. Security Selection: A Primer
Read moreBy far the greatest source of personal consternation as a professional in markets is investors’ obsession with finding the best stocks, or the best stock pickers. The fact that investors pursue this objective at all undermines all meaningful arguments about efficient markets. After all, why …
Webinar: Adaptive Asset Allocation: The Exclusive Guide to the Next Generation of Portfolio Management
Read moreAccording to BlackRock, ETF managed portfolios are one of the fastest growing segments of the investment industry, with assets projected to more than double by 2020. And with growth being driven by client demand, this is a rare opportunity to be an early adopter of strategies …
GestaltU is a forum for research, opinion pieces, and educational material from the team at ReSolve Asset Management. Our views are driven by evidence based finance, with a special focus on asset allocation; factors and smart beta; retirement and endowment strategies, and; quantitative methods.