Section
Resolve Asset Management
52 posts
Articles by Resolve Asset Management
Forget “Active vs. Passive”: It’s All About Factors
Forget “Active vs. Passive”: It’s All About Factors by Adam Butler, Michael Philbrick, Rodrigo Gordillo, ReSolve Asset Management,…
All Strategies "Blow Up"
by Adam Butler, GestaltU We are a quantitative finance shop, right down to the ground. All of our…
Think Modern Portfolio Theory Doesn't Work? Clearing Up Some Misconceptions
by David Varadi, CSS Analytics A note to readers: I have posted some interesting material the last few…
Global Tactical Asset Allocation: Just the Facts
by Adam Butler, GestaltU Rob Seawright of Above the Market recently posted an article broadly skewering tactical asset allocation (TAA)…
Bernanke & Citadel, Politicians & Priests
by Adam Butler, GestaltU/Skew There’s been much made of the recent move by Ben Bernanke accepting a position…
Adam Butler: Winning By Not Losing
by Adam Butler, GestaltU Fundamental Rule #1: For most investors, financial risk is singularly defined as the probability of…
Dow 20,000: Is 2015 the Year?
Dow 20,000: Is 2015 the Year? by Adam Butler, GestaltU.com It’s that time of year again. Yup, that…
Forget Active vs. Passive – It's All About Factors
by Adam Butler, GestaltU We just love a good debate, and there seems to be quite a heated…
Published: Fallacies of the Fed Model
by Adam Butler, http://gestaltu.com The Journal of the Society of Actuaries held a contest for articles on investment myths,…
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:…
Setting Expectations for Monthly Trading Systems
by Adam Butler, http://gestaltu.com Systematic researchers overwhelmingly use monthly holding periods to test strategies. This is probably driven by…
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…
World Cup Outcomes Are Mostly Random: So Who Cares?
by Adam Butler, http://gestaltu.com This post will be short and sweet as it’s largely an addendum to our previous…
Article in Taxes & Wealth Management
by Adam Butler, http://gestaltu.com The Miller Thompson / Reuters monthly Taxes and Wealth Management newsletter carried an article we…
Do You Spinu? A Novel Equal Risk Contribution Method for Risk Parity
by Adam Butler, http://gestaltu.com Risk Parity seems to have (temporarily?) lost its place near the top of the…
