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  • We’re Hosting a March Madness Challenge because Normal Rules are Junk

    This is cross-posted from SkewU, our sister blog. We don’t normally do this sort of thing, but this is important because: 1. You should check out SkewU, as it’s quite a bit different than GestaltU. Our posts over there are more diverse and whimsical if that’s something that interests you. 2. And more importantly, standard March Madness bracket rules are…

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  • We Published Our First Book! Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times – and Bad

    We are happy to announce that our book, Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times – and Bad, is now available. We are also honored to be working with John Wiley & Sons, one of the largest publishers in the world, especially in the academic and professional space.

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  • Navigating Active Asset Allocation When Diversification Fails

    Exactly one month ago clients of ReSolve Asset Management received our 2015 annual letter, entitled “Navigating Active Asset Allocation When Diversification Fails”. People who signed up for our email distribution list received it about a week later. We hope you enjoy the following excerpt, and invite you to download the full report ….

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  • ‘Tis the Season for Bold Prediction

    As we’ve written many times in the past, the human brain is not wired for objective assessment. Through the ages, environmental influences drove our brains to evolve survival mechanisms that interpreted the world by observing – and ultimately inferring – causal connections.

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  • Missing the forest for the trees: Asset allocation over security selection.

    By far the greatest source of personal consternation as a professional in markets is investors’ obsession with finding the best stocks, or the best stock pickers. The fact that investors pursue this objective at all undermines all meaningful arguments about efficient markets. After all, why on earth would the well informed, rational…

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  • Tactical Alpha in Theory and Practice (Part II): Principal Component Analysis

    In Part I of this series, we explored Grinold’s Fundamental Law of Active Management, and why the theory leads to misguided conclusions in the presence of asset correlations. In this article we will offer a primer on a useful tool for portfolio evaluation, Principal Component Analysis (PCA), and illustrate how PCA can help quantify the number of independent bets in a…

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“This book is relevant and recommended for investors who wish to learn more about harvesting factor premia.”

Jason Hsu, PhD., Research Affiliates November 4, 2015

About Us

GestaltU is a forum for research, opinion pieces, and educational material from the team at ReSolve Asset Management. Our views are driven by evidence based finance, with a special focus on asset allocation; factors and smart beta; retirement and endowment strategies, and; quantitative methods.