ReSolve Crew on Optimizing Risk Parity and Stacking Alphas
#ReSolveRiffs
For this week's special episode, Adam, Mike, Rodrigo and Richard gathered to explore the building blocks of an ultimate All Weather portfolio. Our conversation included:
The blind spots of the 60/40 stock-bond portfolio
Regime dependency and economic shocks
Diversifiable versus non-diversifiable risks
How to create an optimal portfolio that can navigate most regimes
Why Global Risk Parity is the natural starting point for any investor with a long-term view
Different ways to implement Risk Parity
Time horizons and rebalancing
Tactical tilts and the beta-alpha continuum
Yield as another proxy for risk
Global Carry as a complement to risk parity beta
The Existence Proof as a threat to alpha
Trend following, seasonality, carry, counter-trend, relative value and volatility
Why one man's alpha can sometimes be another's (smart) beta
Ensembles and thinking beyond traditional factors
Considering speed and size
And much more
This is "ReSolve's Riffs" – live on YouTube every Friday afternoon to debate the most relevant investment topics of the day, hosted by Adam Butler, Mike Philbrick and Rodrigo Gordillo of ReSolve Global* and Richard Laterman of ReSolve Asset Management Inc.
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*ReSolve Global refers to ReSolve Asset Management SEZC (Cayman) which is registered with the Commodity Futures Trading Commission as a commodity trading advisor and commodity pool operator. This registration is administered through the National Futures Association ("NFA"). Further, ReSolve Global is a registered person with the Cayman Islands Monetary Authority.
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