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 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.
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.
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.
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 January 31st, 2020
This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.
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.
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 January 31st, 2020
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.
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 January 31st, 2020
This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.
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.