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Resolve's Gestalt University

Jun 17, 2022

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.


*ReSolve Global Inc. 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 Inc. is a registered person with the Cayman Islands Monetary Authority.