Tactical Asset Allocation Alpha and The Greatest Trick the Devil Ever Pulled
by Adam Butler, Resolve Asset Management, via GestaltU.com āThe greatest trick the Devil ever pulled was convincing the…
September 27, 2016
Lessons From Canada's Top Pension Managers
by Adam Butler, Resolve Asset Management, via S&P Dow Jones Indices Summary Many studies have documented the fact…
August 23, 2016
Risk Parity isnāt the Problem, itās the Solution
by Adam Butler, GestaltU Bank of America Merrill Lynch recently released a research note suggesting that Risk Parity…
August 22, 2016
Bold, Confident & WRONG: Why You Should Ignore Expert Forecasts
Bold, Confident & WRONG: Why You Should Ignore Expert Forecasts by Adam Butler, Michael Philbrick, Rodrigo Gordillo, ReSolve…
May 3, 2016
Asset Allocation, Asset Allocation, Asset Allocation!
Tactical Alpha Part III: Asset Allocation vs. Security Selection by Adam Butler, GestaltU.com Asset Allocation, Asset Allocation, Asset…
January 19, 2016
Apples and Oranges: A Random Portfolio Case Study
Apples and Oranges: A Random Portfolio Case Study by Adam Butler, Resolve Asset Management This article was motivated…
October 19, 2015
Forget āActive vs. Passiveā: Itās All About Factors
Forget āActive vs. Passiveā: Itās All About Factors by Adam Butler, Michael Philbrick, Rodrigo Gordillo, ReSolve Asset Management,…
October 3, 2015
All Strategies "Blow Up"
by Adam Butler, GestaltU We are a quantitative finance shop, right down to the ground. All of our…
July 9, 2015
Global Tactical Asset Allocation: Just the Facts
by Adam Butler, GestaltU Rob Seawright of Above the Market recently posted anĀ articleĀ broadly skewering tactical asset allocation (TAA)…
June 2, 2015
Bernanke & Citadel, Politicians & Priests
by Adam Butler, GestaltU/Skew Thereās been much made of the recent move by Ben Bernanke accepting a position…
April 26, 2015
Forget Active vs. Passive ā It's All About Factors
by Adam Butler, GestaltU We just love a good debate, and there seems to be quite a heated…
October 6, 2014
Published: Fallacies of the Fed Model
by Adam Butler, http://gestaltu.com The Journal of the Society of Actuaries held a contest forĀ articles on investment myths,…
September 13, 2014
What Does a Global Passive Benchmark Look Like?
by Adam Butler, http://gestaltu.com “One way to test our thinking would be to ask the question in reverse:…
August 30, 2014
Setting Expectations for Monthly Trading Systems
by Adam Butler, http://gestaltu.com Systematic researchers overwhelmingly use monthly holding periods to test strategies. ThisĀ is probably driven by…
August 23, 2014
Valuation Based Equity Market Forecasts: Q2 2014
by Adam Butler, http://gestaltu.com Any analysis that relies on the past to offer guidance about the future makes…
July 19, 2014