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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Peering Around Corners: How to Replicate Trend Following Managed Futures

Our latest research paper explores the construction of a replication strategy that captures the broad exposures to equities, fixed income, commodities, and currencies that are present in the Société Générale Trend Index, while also identifying the underlying strategies employed by trend-following managed futures funds. 

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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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Diversification – What Most Novice Investors Miss About Trend Following

Apr 26, 2018

The true benefit of trend following is only realized when investors take advantage of the extreme liquidity and diversity of global futures markets to trade a wide range of markets across all major asset categories. Our analysis shows that an investor would have achieved more than double the risk-adjusted performance of a median equity trend strategy by trading a diversified strategy across many diverse markets.

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Dr. Kathryn Kaminsky: Managed Futures Trend Following Q&A

Apr 20, 2018

Last week we were jazzed to have Dr. Kathryn Kaminski deliver a comprehensive presentation on Managed Futures Trend Following: The Ultimate Diversifier, where she covered the role of convergent and divergent strategies, and introduced other important themes like:

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ReSolve 2017 Year-End Report

Jan 15, 2018

Adaptive Asset Allocation mandates targeting a volatility closer to the long-term profile of global equities (16%-20%) produced almost double the return of U.S. stocks, with some mandates achieving over 40% return.

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About Us

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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