Investment Strategy Insights

Portfolio Optimization and the Sharpe Multiplier: A Case Study on Managed Futures

We’ve spent a great deal of time in past articles discussing the merits of portfolio optimization. In this article we will examine the merits...

Why the 60/40 Investment Portfolio May Not Survive the 2020s

It’s no secret that the S&P 500 index has been on a bull market run since the global financial crisis. In fact, the index is currently having its best streak in six years. Against the backdrop of geopolitical concerns, trade wars between China and the U.S., and recession worries, however, investors have pulled a record $135.5 billion from U.S. stock-focused mutual funds and exchange traded funds so far in 2019, according to the Wall Street Journal.

Why the 60/40 Investment Portfolio May Not Survive the 2020s

It’s no secret that the S&P 500 index has been on a bull market run since the global financial crisis. In fact, the index is currently having its best streak in six years. Against the backdrop of geopolitical concerns, trade wars between China and the U.S., and recession worries, however, investors have pulled a record $135.5 billion from U.S. stock-focused mutual funds and exchange traded funds so far in 2019, according to the Wall Street Journal.

RMBS: A Potentially Compelling Opportunity for Fixed Income

In the U.S., hundreds of billions of dollars of mortgages are issued every year. Mortgages that meet certain government requirements (loan size, LTV ratio, etc.) can be sold to or guaranteed by government backed agencies, including Fannie Mae, Freddie Mac, and Ginnie Mae.

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The Calm Before the Storm: A Volatility Pro’s Reflection on Markets at All-Time Highs

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The Ripple Effect: How Smart Money Uses the VIX to Beat Market Panic

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The Volatility Trader’s Reality Check: Markets Do What Markets Do

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Navigating Trade Winds: HANDLS Indexes Showcase Resiliency in May 2025

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