Capstone Investment Advisors’ Post

Live at 1 EST What happened in the first quarter? How will the 2nd quarter be different? $NVDA $INTC Market Matters Ep. 21 | Volatility-Proof Strategies: Q2 2024 Portfolio Management | 3.25.24 https://hubs.ly/Q02qBrts0

CMPAS: Allocation includes: - Underutilized factor-based asset classes with better risk/reward characteristics compared to the Style Box - Leveraging of "random walk" CMAs for long-term portfolio views - Use of "mean reversion" CMAs for tactical bets, identifying over and undervalued asset classes - Optimization engine for portfolios - Asset class analysis, including potential downside risk - Sector Analysis - Scenario Analysis A single-seat license is $1,800 per year. Start your free 2-week trial today! https://buff.ly/4dytbnZ #Success #Invest #Money #AssetClass #Optimization

🌟 Unlocking Potential: Exploring Structured Products 📜💼 Structured products represent an intriguing avenue for investors, offering a blend of financial instruments within a single security. With their potential for customization and risk management, they open doors to diversified investment strategies. 🔑 Key features of structured products include: 💡 Versatility in Investment Options: Structured products can encompass a range of assets, from stocks and bonds to derivatives, allowing for tailored investment solutions. 🛡️ Risk Management: Investors can benefit from structured products' risk management features, such as capital protection and downside risk mitigation. 📊 Potential for Enhanced Returns: Structured products offer the potential for enhanced returns through innovative investment strategies, including leverage and participation in market performance. 🤝 At MTCM Securitization Architects, we specialize in unlocking the potential of structured products for our clients. Contact us to explore how structured products can optimize your investment portfolio and achieve your financial objectives. https://bit.ly/49F4d3Q #StructuredProducts #InvestmentStrategies #MTCM #SecuritizationArchitects

CMPAS: Allocation includes: - Underutilized factor-based asset classes with better risk/reward characteristics compared to the Style Box - Leveraging of "random walk" CMAs for long-term portfolio views - Use of "mean reversion" CMAs for tactical bets, identifying over and undervalued asset classes - Optimization engine for portfolios - Asset class analysis, including potential downside risk - Sector Analysis - Scenario Analysis A single-seat license is $1,800 per year. Start your free 2-week trial today! https://buff.ly/4dytbnZ #Success #Invest #Money #AssetClass #Optimization

Unlocking the potential of structured products is like navigating a maze of possibilities in the financial world - each turn revealing new opportunities for tailored investment strategies and risk management. Let's embark on this journey together and explore the endless avenues.

A Tale of Two Markets... Click to read The Murray Wealth Group's 2024 Outlook and December Portfolio Review! #investmentmanagement #globalequities #marketoutlook #MWGmonthinreview

A Tale of Two Markets....great perspective from The Murray Wealth Group as Jamie Murray, CFA, explores 5 key questions to examine what's in store for 2024 #stocks #equities #highnetworth #familyoffices #markets #globalequities #marketoutlook

In our latest work with Marco Salerno, we show that using an asset mean-variance portfolio to obtain implied factor risk premia can result in stable portfolio weights for a factor portfolio when assets’ expected returns follow a factor structure that is subject to pricing errors. We propose a methodology to construct asset portfolios based on these factor portfolio weights, taking into account these pricing errors. We call these “factor-targeted” portfolios. They have good, reliable out-of-sample performance and have more practical weights than traditional mean-variance portfolios, which makes them more appealing in practice. This is a follow-up work to our research titled “Factor Investing Using Capital Market Assumptions,” which was published in the Journal of Portfolio Management. (https://lnkd.in/gAhArVZ8) This methodology is particularly relevant to large institutional investors trying to build a multi-asset portfolio while also trying to maintain a desired factor allocation based on either their long-term strategic views or shorter-term tactical views on factor risk premia. The research is now available in the Financial Analysts Journal and is accessible to members of the CFA Institute. #cfainstitute #factorinvesting #assetallocation

What are Alpha quants? Alpha refers to excess returns earned on an investment above the benchmark return when adjusted for risk. Active portfolio managers seek to generate alpha in diversified portfolios, with diversification intended to eliminate unsystematic risk. Because alpha represents the performance of a portfolio relative to a benchmark, it is often considered to represent the value that a portfolio manager adds to or subtracts from a fund's return. Jensen’s alpha takes into consideration the capital asset pricing model (CAPM) and includes a risk-adjusted component in its calculation. #invest #financestrategy

Empower your investment decisions with Coremont's all-in-one solution. Clarion, our cloud-based portfolio management technology, offers live risk analysis, P&L tracking and more. Our team of in-house quants construct proprietary models to manage risk across all major asset classes. Find out how Clarion delivers more insight to portfolio managers and traders. Get in touch at [email protected] if you’d like to schedule a Clarion demo. #PortfolioManagement #PMS #QuantitativeAnalysis