Carry Analysis - Small Vs Large Universe Resolve Riffs Investment podcast

Content provided by ReSolve Asset Management. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by ReSolve Asset Management or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

Resolve Riffs Investment Podcast »
Carry Analysis - Small vs Large Universe

22d ago 14:25

MP3•Episode home

In this discussion, Adam Butler, CIO of ReSolve Asset Management Global, a seasoned expert in multi‑asset carry strategies, walks through his latest research comparing two implementations of a carry strategy. He explains the fundamentals of carry in diverse asset classes and explores a wide range of topics including carry fundamentals, market liquidity, simulation analysis, historical cycles, and portfolio strategy, all while putting recent market performance into a broader cyclical context.

Topics Discussed

• Carry strategy fundamentals and the yield dynamics across various asset classes

• Comparison between a small, highly liquid 26‑market universe and an extended universe of up to 80 markets

• Detailed statistical analysis using historical simulations and probability cones

• Examination of recent performance divergences between liquid and broader market universes

• The influential role of soft commodities and other non‑liquid market segments on carry returns

• Historical patterns of divergence and subsequent reversion in carry strategy performance

• Implications for long‑term investment strategies and tactical portfolio management

237 episodes

#ReSolve Asset Management #Topic Of The Day #Trading #Business