FEATURED POST
- ReSolve Riffs with Lyn Alden: Why Your Money is Worthless and What This Expert is Doing About itIn this riveting discussion, we delve into the complexities of the global financial landscape and the potential pitfalls of traditional monetary systems with Lyn Alden, Founder of Lyn Alden Investment Strategy. We explore the implications of structural inflation, the rise of new monetary technologies like Bitcoin and stablecoins, and the potential future scenarios for developed […]
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Dow 20,000: Is 2015 the Year?
Read moreIt’s that time of year again. Yup, that jolly, happy time of year when the soothsayers of Wall Street start trumpeting their views on what’s going to happen in 2015, and how to position portfolios to profit. Esteemed Wharton professor, Jeremy Siegel, author of the permabull bible, Stocks for the Long Run, recently joined the merry parade with his own forecast that Dow 20,000…
A Century of Generalized Momentum
Read moreWe enjoy collaborating on new research projects simply because nobody has a monopoly on interesting ideas. Where our expertise in asset allocation, tactical strategies and portfolio optimization methods might prove useful, we are always open to discussing new and ongoing research. To this end, about two months ago we were honoured when Wouter J. Keller, CEO of Flex Capital and Professor…
Measuring Tactical Alpha, Part 2
Read moreWhen we left off in Part 1, we promised to examine how select Global Tactical Asset Allocation products stack up against the Global Market Portfolio from the perspective of several performance measures – particularly Sharpe ratio, alpha and information ratio. Without further adieu: Figure 1. Performance comparison of Global Tactical Asset Allocation products vs. ETF Proxy Global Market Portfolio, Jun…
Factors: An Essential Part of Any Nutritious Portfolio
Read moreWe recently posted a piece on factor investing (here) so we were thrilled to have an opportunity to see Dr. Andrew Ang and Don Raymond discuss factor investing at a seminar in Toronto last week. Dr. Ang is Ann F. Kaplan Professor of Business and Chair of the Finance and Economics Division at Columbia Business School, while Dr. Raymond is Adjunct Professor…
“This book is relevant and recommended for investors who wish to learn more about harvesting factor premia.”
Jason Hsu, PhD., Research Affiliates November 4, 2015
“This book is dense with novel insights…earning it a prominent place on my own financial bookshelf.”
Doug Short, Ph.D., Advisor Perspectives November 4, 2015
“AAA merges empirical analysis and common sense to illustrate fundamental lessons in financial markets. The book has something for everyone: from retail investors to financial professionals. Read it!”
Wes Gray, Alpha Architect November 4, 2015
“The ReSolve crew at their best… Those enlightened Advisors who understand the power of active asset allocation and risk management should read this book.”
Meb Faber, Cambria Investment Management November 4, 2015
About Us
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.