Trend Following, Managed Futures, Market Drawdowns, Bear Markets, Equity Risk, Diversification, Crisis Alpha, Return Stacked(R), Systematic Investing, Historical Analysis
This article explores how implementing a 100% stocks + 100% managed futures approach may help improve portfolio skewness and reduce drawdowns during periods of market stress.
This article breaks down the mechanics of a 100% equities + 100% managed futures approach, highlighting how managed futures can enhance portfolio.
Modern portfolio construction demands both enhanced returns and improved diversification, yet traditional approaches often force investors to sacrifice one for the other.
Learn how to optimize your retirement portfolios by enhancing intermediate-term liquidity buckets through return stacking, diversification into low-correlation strategies, and practical tools like the “twice duration minus one” rule to balance growth, liquidity, and risk.
This case study demonstrates how Delta Air Lines transformed its underfunded pension into a fully funded asset using Portable Alpha, providing actionable insights into leveraging innovative investment strategies, governance, and liquidity management to achieve long-term financial success.