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.

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. 

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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Risk Parity isn’t the Problem, it’s the Solution

Bank 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 …

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Our Podcast Interview with “Money Tree”

On the heels of our publishing Adaptive Asset Allocation, over the past couple months, we were invited to join a number of excellent financial podcasts.  We love these types of opportunities, and they differ from traditional media interviews in that we actually …

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Our Money Life Podcast Interview with Chuck Jaffe

On the heels of our publishing Adaptive Asset Allocation, over the past couple weeks, we were invited to join a number of excellent financial podcasts.  We love these types of opportunities, and they differ from traditional media interviews in that we actually have …

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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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