Carry Analysis - Small versus Large Universe

Описание: Analyzing Carry Strategy Divergences: Liquid vs. Broader Markets Explained

In this video, Adam Butler, CIO of ReSolve Asset Management explores recent research conducted at ReSolve, comparing two different implementations of our carry strategy: one using a smaller set of highly liquid markets, and another using a broader universe of markets typically traded in our hedge fund products. We dive into the performance divergence observed between these strategies over the past few months and provide detailed insights supported by a recently published research report. We also explain the fundamentals of the carry strategy and discuss historical patterns that suggest these divergences often normalize over time. This episode aims to provide a comprehensive perspective on the current challenges and expected future performance of carry strategies.
Download the full research report here:
https://investresolve.com/podcasts/ca...

00:00 Introduction and Research Overview
00:42 Understanding the Carry Strategy
01:48 Multi-Asset Carry Strategy Explained
02:46 Current Market Analysis
06:53 Performance Comparison: Liquid vs. Broader Universe
09:27 Historical Context and Future Implications
12:02 Conclusion and Final Thoughts

This is "ReSolve's Riffs" – published on YouTube 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 Inc.
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ReSolve is an alternative asset manager which focuses on providing cutting-edge, globally-diversified, and systematic investment strategies that are non-correlated to traditional portfolios. We manage private and public funds as well as bespoke separately managed accounts for investors seeking the potential to smooth out portfolio returns.

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*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.