INVESTMENT SOLUTIONS
“It’s not the strongest of species that thrives, nor the most intelligent. It is the one that is most adaptable to change.”
Systematic investment strategies for advanced global asset allocation
ReSolve Global Risk Parity
Unlike the AAA strategy which will exclude asset classes with poor momentum completely, Risk Parity emphasizes diversification over momentum and is constructed by consistently holding a diverse universe of global asset classes so that the portfolio contains investments which can thrive in any economic environment. The portfolio is formed by ensuring that each asset contributes the same amount of risk to the portfolio. As asset class correlation and volatilities change over time, the Strategy responds with subtle shifts to maintain maximum diversification.
As of April 30th, 2022
This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.
ReSolve Adaptive Asset Allocation
By combining the strong historical return character of the momentum factor with global diversification and risk management, the strategy holdings will adapt regularly across a diversified basked of global asset classes to deliver steady growth with specific risk targets and controlled maximum losses.
As of April 30th, 2022
This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.
ReSolve Global Tactical Equity
Unlike AAA and Risk Parity mandates this strategy excludes asset classes such as bonds and commodities to exclusively rotate into the world’s strongest stock markets according to measures of trend and momentum with the opportunity for higher returns in the long-run, and an aim to have lower expected maximum peak-to-trough losses than a passive global equity portfolio. This portfolio is primarily for investors that cannot use leverage in their SMA account types in order to hit higher return targets.
As of April 30th, 2022
This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.
ReSolve Osprey Fund
Strategy Description
The Osprey Program can go long/short a wide array of global futures contracts, using a proprietary machine learning process engineered by ReSolve to identify thousands of combinations of profitable trading signals. The strategy generation process selects features with return profiles consistent with the strategy’s objective and discards those that do not meet the desired criteria. Each candidate sub-strategy is run through a rigorous battery of filters and validation steps to ensure that only the most robust strategies are selected, after accounting for possible overfitting, trading friction and costs. This process is repeated on a continuous basis.
Capacity Constrained
The maximum fund assets under management will reflect management’s ability to capitalize on potential profits only available in capacity constrained markets and higher frequency trading strategies.
ReSolve Evolution Multi-Strategy Futures Program
Markets are marginally inefficient in many small ways that can be profitably hunted, validated, and exploited through novel quantitative methods. These inefficiencies primarily arise from investors expressing non-wealth maximizing investment preferences; regulatory constraints and frictions; agency effects; institutional rigidity; commercial hedging; and the inertia of
traditional investment heuristics.
The Evolution Program takes the other side of these wealth compromising trades by deploying a diversified ensemble of long/short systematic strategies derived from advanced statistical methods and machine learning tools.
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Performance Disclaimer.
Past performance is not indicative of future results. Performance of all ReSolve mandates are net of their respective fees which will vary from mandate to mandate. Please click through to each mandate for more details on fees and composite construction.