Resolve Riffs Investment Podcast

Chris Schindler: The Alternative to Alternative Risk Premia (EP.10)


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Chris Schindler’s journey really took him all the way down the rabbit hole. He joined the Asset Liability Group at Ontario Teacher’s Pension Plan in 2000 and soon became one of the founding members of the newly formed Tactical Asset Allocation Group.   Most of his 18 years at Teachers’ were spent exploring and developing quantitative tools and strategies to optimize portfolio allocations. An early insight regarding the importance of maximizing investment breadth (or unique independent return drivers) drove his research towards the world of CTAs and Risk Parity, eventually becoming one of the pioneers in Alternative Risk Premia (ARP).   There’s a good reason why this one runs a bit longer than previous episodes. We discuss the recent explosion in index-investing (“there’s no such thing as passive in this world”), Alternative Risk Premia (and why returns have suffered so much in recent years) and Chris’ new project: a truly uncorrelated alternative to ARP.   Please enjoy this incredibly insightful conversation between Chris, Adam and Rodrigo.
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Resolve Riffs Investment PodcastBy ReSolve Asset Management

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