Monty Joshi, CFA
A Smarter Savings Alternative
Your checking and savings accounts have been paying near-zero for years, and until recently, there have been few decent alternatives. That has dramatically changed in recent months. Higher-yield…
Optimal’s March 2019 rebalance of our client’s custom portfolios
Optimal’s March 2019 rebalance of our client’s custom portfolios To ‘lift the curtain’ a bit on how we manage our clients’ portfolios, today (March 6) we implemented our quarterly rebalance of all…
2018 Q3: Factor Performance in Review
In Q3, we saw a continued strong run by US equity indices relative to their active and factor-based counterparts. This comparatively strong index performance has been a outlier relative to recent…
Turkey/Lira Aug 2018 Crisis Update
Optimal Asset Management has been managing a smart beta Emerging Market Small Cap strategy for nearly five years (the strategy went live in October, 2013). In light of the recent turmoil currently…
When does Tax-Loss Harvesting with Direct Indexing Work?
Investing directly in the stocks underlying an index through separately-managed accounts opens up numerous benefits unavailable through pooled vehicles such as ETFs or mutual funds. Of these,…
2018 Q2: Factor Performance in Review
The dramatic increase in stock market volatility witnessed in the first quarter persisted in the second quarter, albeit at a slightly lower clip. The volatility for Q2 was 12.5%. While down from…
2018 Q1: Factor Performance in Review
The first quarter of the year brought stock market volatility that we haven’t seen in years. Our Dynamic Alpha strategy has responded to this environment by adjusting its factor exposures based on…
Dynamic Alpha Recent Signal Switch
Monty Joshi, portfolio manager at Optimal Asset Management, takes a closer look at the benefits of factor timing to deliver low cost, data-driven alpha. Optimal Asset Management’s Dynamic Alpha…
Q3 Factor Model Report
Momentum maintained its status as the strongest individual factor among the Optimal suite of factors for the third quarter of 2017. Optimal Portfolio Manager, Monty Joshi, highlights this in his Q3…
