We explore the mirror concepts of fragility & robustness using a slimmed-down version of the Newfound/ReSolve Robust Equity Momentum Index.
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Global Equity Momentum: A Craftsman’s Perspective – Executive Summary
Quantitative investment researchers often seek uniquely optimal parameterizations of their strategies amongst a broad “robust” region of parameter choices. However, this ignores a critically important feature of investing – Diversification. By diversifying across many equally legitimate parameter choices – an ensemble – investors may …
Keep ReadingReSolve 12 Days of Investment Wisdom
Welcome to ReSolve Asset Management’s 12 days of investment wisdom. From universe selection to portfolio construction, our aim is to offer you a comprehensive framework for a more thoughtful investment approach, to benefit yourself and your clients.
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