Browsing Tag
Rodrigo Gordillo
33 posts
Bernanke & Citadel, Politicians & Priests
by Adam Butler, GestaltU/Skew Thereās been much made of the recent move by Ben Bernanke accepting a position…
Navigating Volatility: The Case for Tactical Alpha
In today's volatile markets, alternative investments are key for diversification, resilience, and returns, but they demand expertise to navigate. Ash Lawrence, Head of AGF Capital Partners and Scott Radke, CEO and Co-CIO of New Holland Capital discuss...
Adam Butler: Winning By Not Losing
by Adam Butler, GestaltU Fundamental Rule #1: For most investors, financial risk is singularlyĀ defined as the probability of…
Dow 20,000: Is 2015 the Year?
Dow 20,000: Is 2015 the Year? by Adam Butler, GestaltU.com Itās that time of year again. Yup, that…
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…
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,…
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. ThisĀ 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 addendumĀ to our previous…
Article in Taxes & Wealth Management
by Adam Butler, http://gestaltu.com TheĀ 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…
SlideShare: Portfolio Optimization Under Uncertainty
by Adam Butler, http://gestaltu.com Had the distinct pleasure of presenting to the extremely bright Queen’s Master of Finance…
A Look at 'Cluster Shrinkage' as a Portfolio Management Concept (GestaltU)
by Adam Butler, GestaltU At GestaltU we see ourselves as incrementalists. We arenāt so much prone to true…
Sources of Performance Decay (GestaltU)
by Adam Butler, GestaltU Above all, the greatest fear in empirical finance is that the out of sample…
Toward a Simpler Palate (GestaltU)
by Adam Butler, GestaltU My palate is simpler than it used to be. A young chef adds and…
