Oct 19, 2021
Wes, Patrick and the Alpha Architect Team are long-time friends of ReSolve, and were gracious enough to join us last-minute to discuss their huge win in the ETF white label space, with the launch of the ARK 21Shares Bitcoin ETF. Wes and team are known for their pure factor ETFs, but in the last few years they’ve...
Oct 13, 2021
Traditional portfolios are faced with the prospects of depressed expected returns in the coming years, as implied by current stretched valuations of stocks, and near record low rates and credit spreads for bonds. Our recently released paper – Return Stacking: Strategies for Overcoming a Low Return Environment...
Oct 5, 2021
Whether stemming from a recession, a policy shock, a terrorist attack, or a global pandemic, financial markets periodically go through major selloffs. It has always been this way. Euphoria eventually leads to panic, every time. Another way to look at these crashes is through the lens of volatility (and its...
Sep 28, 2021
We had a very special guest this week – Roy Niederhoffer, founder and president of R. G. Niederhoffer Capital Management, a NY-based quantitative investment firm. With a strong musical background and an original plan to become a neuroscientist, Roy might have led an academic life if it weren’t for his...
Sep 22, 2021
“The unfortunate truth is, very few want to hear an optimistic take on the world during a pandemic.”
Human beings evolved to pay closer attention to negative vs positive information. For our ancestors, the cost of seeing danger where there was none was a cortisol spike and an unnecessary sprint, but dismissing a...