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Navigating Market Volatility: Mastering Managed Futures and Carry Strategies
Manage episode 421354300 series 2516748
In this episode, ReSolve team members Adam Butler and Rodrigo Gordillo discuss the concept of market volatility and its implications for investment strategies. They delve into the intricacies of Carry strategies, their impact on portfolio returns, and how to navigate market volatility effectively.
Topics Discussed
• The concept of Carry in the investment world and its potential applications
• The role of Trend and Yield in creating a fund
• The importance of understanding the Carry strategy and approach
• The impact of economic risk on Carry signals and expected future returns
• Building Carry strategies using time spreads or calendar spreads
• The influence of Absolute Carry and Relative Value Carry on performance
• The effect of estimated real trade frictions on returns
• The correlation between Carry and other assets in a portfolio
• The performance of Carry in different market regimes
• The benefits of diversification and the role of Carry in enhancing portfolio returns
This episode provides valuable insights into the world of market volatility and Carry strategies. It highlights the importance of understanding these concepts for effective investment decision-making and portfolio management. A must-listen for anyone interested in deepening their understanding of market dynamics and investment strategies.
This is “ReSolve’s Riffs” – published on YouTube Friday afternoons 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.
*ReSolve Global 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 is a registered person with the Cayman Islands Monetary Authority.
234 epizódok
Manage episode 421354300 series 2516748
In this episode, ReSolve team members Adam Butler and Rodrigo Gordillo discuss the concept of market volatility and its implications for investment strategies. They delve into the intricacies of Carry strategies, their impact on portfolio returns, and how to navigate market volatility effectively.
Topics Discussed
• The concept of Carry in the investment world and its potential applications
• The role of Trend and Yield in creating a fund
• The importance of understanding the Carry strategy and approach
• The impact of economic risk on Carry signals and expected future returns
• Building Carry strategies using time spreads or calendar spreads
• The influence of Absolute Carry and Relative Value Carry on performance
• The effect of estimated real trade frictions on returns
• The correlation between Carry and other assets in a portfolio
• The performance of Carry in different market regimes
• The benefits of diversification and the role of Carry in enhancing portfolio returns
This episode provides valuable insights into the world of market volatility and Carry strategies. It highlights the importance of understanding these concepts for effective investment decision-making and portfolio management. A must-listen for anyone interested in deepening their understanding of market dynamics and investment strategies.
This is “ReSolve’s Riffs” – published on YouTube Friday afternoons 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.
*ReSolve Global 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 is a registered person with the Cayman Islands Monetary Authority.
234 epizódok
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