by ReSolve Asset Management | Mar 11, 2025
Whitepaper Unlock Portfolio Diversification and StabilityDiscover the Skewness Premium in Managed Futures As a Registered Investment Advisor, you’re continuously seeking advanced strategies to enhance portfolio resilience and optimize risk-adjusted returns....
by ReSolve Asset Management | May 3, 2024
Whitepaper Managed Futures Carry:A Practitioner’s Guide What if you could enhance returns and reduce risk in your portfolio, even during the most turbulent market conditions? Our latest whitepaper, “Managed Futures Carry: A Practitioner’s Guide”,...
by ReSolve Asset Management | May 3, 2024
Whitepaper Data Managed Futures Carry PaperDaily Data This data set provides daily returns for the meta-ensemble carry strategy discussed in the paper “Managed Futures Carry – A Practitioner’s Guide”. The meta-ensemble combines optimized carry and carry z-score...
by ReSolve Asset Management | Mar 9, 2023
Peering Around Corners: How to Replicate Trend FollowingManaged Futures Looking to diversify or Return Stack your portfolio with trend-following managed futures while minimizing single-manager risk? Our latest research paper explores the construction of a replication...
by ReSolve Asset Management | Sep 2, 2021
Return Stacking:Strategies For OvercomingA Low Return Environment Turn Theory into Practice:Learn About the Live Index Based on this Research Report Return Stacked Indices In This Report: Stretched valuations in equities and fixed income imply depressed returns and...
