As we returned from the summer break, the season’s opening episode brought the ReSolve crew together for a deep dive into Commodity Trading Advisor (CTA) strategies, often referred to as Managed Futures, covering topics that included:

• The path we all took to become CTA fund managers
• The role these strategies can and should play in portfolios
• How to position them within a broader asset allocation framework
• ‘Closet betas’ vs true diversifiers
• Are CTAs necessarily synonymous with trend following?
• The many faces of trend following
• ‘Lumpy’ returns and prolonged winters
• The role central banks have played in reducing outcome dispersion across asset classes
• Behavioral hurdles and challenges
• Going beyond trend and the tradeoffs associated with stacking other strategies
• All-weather vs all-terrain investing
• And much more

This is “ReSolve’s Riffs” – live on YouTube every Friday afternoon to debate the most relevant investment topics of the day, hosted by Adam Butler, Mike Philbrick and Rodrigo Gordillo of ReSolve Global* and Richard Laterman of ReSolve Asset Management Inc.

 

*ReSolve Global Inc. refers to ReSolve Asset Management SEZC (Cayman) which is registered with the Commodity Futures Trading Commission as a commodity trading advisor and commodity pool operator. This registration is administered through the National Futures Association (“NFA”). Further, ReSolve Global Inc. is a registered person with the Cayman Islands Monetary Authority.