Defying the Bear’s Grasp: The Emotional Journey of Achieving Managed Futures Prosperity

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.

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From All-Weather to All-Terrain Investing for the Stormy Decade Ahead

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.

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Maximizing the Rebalancing Premium: Why Risk Parity portfolios are much greater than the sum of their parts

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 ..

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March Madness Portfolio Challenge: Final Four Ranks

Mar 29, 2016

Well, stick a fork in it: our March Madness Portfolio Challenge is done, before the Final Four games even tip off!  Laura B ran away with it, and nobody else can catch up, no matter what happens from here on out.  Everyone else is just fighting for the table scraps. So, enjoy the rest of the …

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March Madness Portfolio Challenge: Elite 8 Leaderboard

Mar 26, 2016

Today, we just have a quick update on our March Madness Portfolio Challenge rankings.  Long story short: Laura B. still has a commanding grip on the field.  Her remaining teams are: Virginia (20%), Oklahoma (20%), Oregon (20%) and ‘Nova (20%), which …

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March Madness Portfolio Challenge: Round 2 Leaderboard

Mar 22, 2016

So, Round 2 is in the books, and my beloved Wisconsin Badgers are once again through to the Sweet 16. Oh, alright.  I guess I’ll update everyone on the leaderboard since all the second round games have passed.  But before I get to that, let’s quickly …

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ReSolve Asset Management Blog is an investment research forum, 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.

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