The post Enhancing Portfolio Returns with Futures Carry Strategies appeared first on ReSolve Asset Management.| ReSolve Asset Management
The post Portable alpha for all: Return stacked strategies for diversification without sacrifice appeared first on ReSolve Asset Management.| ReSolve Asset Management
In this blog post, we will explore the historical trends and performance of managed futures strategies using the Tech Crisis of 2000 to March 13, 2003 as a case study, and why it may be relevant for the current macro environment. We will also delve deeper into the emotional challenges that investors face during these periods. The post Defying the Bear’s Grasp: The Emotional Journey of Achieving Managed Futures Prosperity appeared first on ReSolve Asset Management.| ReSolve Asset Management
The endowment portfolio characterized by 60 percent in stocks and 40 percent in bonds has thrived over the past four decades, but sustained high inflation has the potential to lower returns and increase volatility in the years ahead. This has prompted an interest in All-Weather portfolios, which combine stocks and bonds with assets like commodities that may respond more favourably to inflation. The post From All-Weather to All-Terrain Investing for the Stormy Decade Ahead appeared first on Re...| ReSolve Asset Management
We examine the distribution of rebalancing premiums for a simple risk parity implementation (a version of the Permanent Portfolio) consisting of US stocks, gold and bonds from 1982 through May 2020. We then proceed to analyze historical and expected future rebalancing premia for a variety of global risk parity strategies .. The post Maximizing the Rebalancing Premium: Why Risk Parity portfolios are much greater than the sum of their parts appeared first on ReSolve Asset Management.| ReSolve Asset Management
In some ways new investment concepts are like any new technology. The progenitors of any early technology typically earn extraordinary profits until competition heats up. Eventually competition drives down profit margins and the technology becomes commoditized. But investment technology has a special quality that arises from... The post Are We Living in a Post-Factor World? appeared first on ReSolve Asset Management.| ReSolve Asset Management
The following report was produced by our research team and we felt it was worth sharing for discussion and comment. The recent price action in crude oil prompted us to spend a little effort thinking about how to manage around negative prices. The post Novel Price Estimator Guaranteed to Produce Non-Negative Prices appeared first on ReSolve Asset Management.| ReSolve Asset Management
We compared risk-efficient portfolios with cap-weighted and equal-weighted portfolios of liquid large-cap stocks from 1960 through 2019. We also take steps to limit turnover and tax consequences by trading overlapping monthly portfolios with annual holding periods. The post Portfolio Optimization for Efficient Stock Portfolios: Applications and Directions appeared first on ReSolve Asset Management.| ReSolve Asset Management
Explore the concept of risk parity and take a snapshot of how a typical global risk parity strategy might have been expected to behave during COVID 19| ReSolve Asset Management
Trend-following managed futures strategies offer a compelling opportunity for investors to diversify their portfolios beyond traditional stocks and bonds.| ReSolve Asset Management