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Adam Butler Profile picture
Adam Butler
@GestaltU
Qualified Investors Only.CIO of ReSolve Asset Management Global. Tweets and/or views do not represent ReSolve’s investment positioning.
Sep 26, 2018 • 41 tweets • 9 min read
Absurdly long tweet storm coming your way.

Goal is to connect the dots on the concepts in our Optimization Machine series and show why its relevant.

Currently at 38 tweets and 6 figs/tables. Will bleed it out so it's not so overwhelming.

#Optimization #RiskParity #investing 1/We’re 3 articles into a series on portfolio optimization and I’ve been challenged to distill the core themes and make it relevant for practitioners.

Here’s the TL;DR:

Portfolio construction may substantially boost performance without active views on relative returns.
Aug 6, 2018 • 10 tweets • 2 min read
Referring to our earlier tweetstorm:


@choffstein asked a great question about whether multi-strat CTAs may have a diluted capacity to provide the "crisis alpha" that probably motivated their purchase.

I offer a few thoughts on this below (0/9) 1/Prior to 2008 institutions were interested in crisis alpha at an observation frequency measured in quarters, or perhaps months. At this frequency, long-term trend strategies provide strong positive convexity.