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Day 11 – How to Juice as Much Value as Possible from Trend Following - The Cheapest Factor Out There Today

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Content provided by ReSolve Asset Management. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by ReSolve Asset Management or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ro.player.fm/legal.

In our second-to-last episode, ReSolve’s newest partner Jason Russell is joining us to share his wisdom on one of the most misunderstood strategies out there. While many investors are aware of the solid returns a simple trend following approach can produce, it is the ability to select from a wide universe of uncorrelated asset-classes (especially currencies and commodities) and to use multiple signals that offer the greatest benefits. These ensemble methods truly maximize the ability to harvest the trend (and any other) premium and add a significant Sharpe ‘bonus’ to portfolios.

Reference: https://investresolve.com/blog/diversification-what-most-novice-investors-miss-about-trend-following/

  continue reading

22 episoade

Artwork
iconDistribuie
 
Manage episode 233871463 series 2508179
Content provided by ReSolve Asset Management. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by ReSolve Asset Management or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ro.player.fm/legal.

In our second-to-last episode, ReSolve’s newest partner Jason Russell is joining us to share his wisdom on one of the most misunderstood strategies out there. While many investors are aware of the solid returns a simple trend following approach can produce, it is the ability to select from a wide universe of uncorrelated asset-classes (especially currencies and commodities) and to use multiple signals that offer the greatest benefits. These ensemble methods truly maximize the ability to harvest the trend (and any other) premium and add a significant Sharpe ‘bonus’ to portfolios.

Reference: https://investresolve.com/blog/diversification-what-most-novice-investors-miss-about-trend-following/

  continue reading

22 episoade

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