Posts by Ryan McGlothlin
The ease of implementing derivative strategies
Article September 28, 2021 The ease of implementing derivative strategies Written by Ryan McGlothlin James Walton Share Implementing a robust risk management strategy using derivatives is not difficult. In fact, the use of derivatives to prudently manage risk and improve portfolio efficiency is increasingly accepted by institutional investors as a legitimate and powerful concept. However,…
Read MorePortable alpha – increased returns with reduced risk
The investment strategy known as “portable alpha”, the combination of absolute return hedge funds and equity or fixed income beta obtained using derivatives, is growing in popularity with US institutional investors.
Read MoreFOURcast: October 2020
Our 4 phase framework forecasts markets are in an Uncertain environment
Read MoreWhen good tools are used inappropriately, bad things happen
No, all derivatives are NOT the same. Derivatives are a tool, nothing more, nothing less.
Read MoreInnovative investment strategies in volatile times
We find ourselves in difficult times. The global effects of COVID-19 have wreaked havoc on investment markets, on daily life, and on institutional investment pools such as pension funds and endowments.
Read MoreImproving expected returns: corporate defined benefit plans
Many corporate defined benefit pension plans utilize interest rate derivatives and/or Treasury STRIPS to manage interest rate risk.
Read MorePension investing – why equity derivatives now?
Equity returns of 15% or higher would usually be cause for celebration among corporate pension plan investors.
Read MoreSynthetic equity and pension plan de-risking
‘Glide paths’ refer to the strategy where a plan de-risks by selling return-seeking assets and buys bonds, at pre-agreed funding levels or levels of interest rates.
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