In our second-to-last episode, ReSolve’s newest partner Jason Russell is joining us to share his wisdom on one of the most misunderstood strategies out there. While many investors are aware of the solid returns a simple trend following approach can produce, it is the ability to select from a wide universe of uncorrelated asset-classes (especially currencies and commodities) and to use multiple signals that offer the greatest benefits.
These ensemble methods truly maximize the ability to harvest the trend (and any other) premium and add a significant Sharpe ‘bonus’ to portfolios.
Podcast series re-posted with permission from Resolve Asset Management. Click here to see the original post.