Insights Library

A Clearer Lens: Range-Based Analysis

Pairing Strategic with Tactical

Common Pitfalls in Multi-Strategy Models

Redwood ERB Brochure

Why Sequence of Returns Matters

ERB Strategies in Crisis Environment

Redwood AlphaFactor Tactical International

Thought Leadership: Equity Strategies

The Challenge of Dividend Investing

Q3 2023 | Creating a Risk Framework

Q2 2023 | Prolonged Phases, Promising Prospects

Q1 2023 | Finding Alpha in the Next Level

Q4 2022 | Forced Change, Ignite Progress

Q3 2022 | A Path to Break Tradition

Q2 2022 | The Cost of Inertia

Q1 2022 | Realizing Uncertainty

Q4 2021 | Indeterminate Values

Q3 2021 | Past Accepted, Surprises Expected

Q2 2021 | The Consequences Are Always Unintended

Q1 2021 | Intellectual Honesty – A Valuable Trait

Q4 2020 | A Wrinkle in Space and Time

Q3 2020 | The Best Lines Are Odd Non Sequiturs

Q2 2020 | The Illusion of Price, The Opportunity of Return

Q1 2020 | The Math of Loss & The Art of Calm

Q4 2019 | Why Hindsight Should Not Be Your 2020

Q3 2019 | The Fulcrum of Investing Reality – Return vs. Risk

Q2 2019 | Yesterday’s Headlines Not Necessarily Tomorrow’s Problems

Q1 2019 | Climbing Paradox Mountain

Q4 2018 | Rewarding An Investor For Discipline and Risk Management

Q3 2018 | An Investor’s Internal Trade War

Q2 2018 | Finding the Path of Least Resistance

Q1 2018 | How Risk and Volatility Are Different

Q4 2017 | An Equity Rally Surprising Even to Itself

Q3 2017 | Equity Risk Complacency

Q2 2017 | Act, Think, or Wait

Q1 2017 | Is Imagination Better Than Reality?

Q4 2016 | The Statistician and The Speculator

Q3 2016 | A False Sense of Calm

Q2 2016 | Redwood Commentary

Q1 2016 | Redwood Commentary

Why Pontificate?

Concentration Navigation

Tax Loss Opportunity?

Drawdown Doctrine

Cooling Job Market

The Unpredictable Path Ahead

Shaking Up Safety

Another Historical Drawdown?

Approaching Critical Support

Leveling the Playing Field

Expecting More Bond Volatility?

Inversion Indicator

Beyond Terminal Points

Reinvestment Risk?

Double-Edged Rate Rise

Treasury Trends Shift

Mistakes Remembered

Beyond the Noise: 2011 Downgrade

End of the Line?

Rarely Average

Heavyweights' Impact

Surging Yields Again

Divergent Journeys

Math of Loss

Something’s Got To Give

Bull Market or Bust?

Back In The Bubble?

Lost Decades

Tech's Takeover

The Total Picture

The Rate Wait

Strength or Sideways?

Falling Inflation?

Complacency or Progress?

Growth Comeback

Back To Normal?

How Much is Noise?

Yield Spread Spike

Late to the Party?

The Dotcom Redux

Bear Markets of the Past

Treasury Bills at 5%

Pressures of Public Markets

Breaking Out the New Year

Unemployment = Lagging Indicator?

Setbacks Set Up Comebacks?

Second Time Since WWII

How Useful Are Year-End Predictions? (2022 Edition)

A New Risk Era

Many VIX Upticks

Diversification Difficulties

Quality Comeback

Topping the Ten Year

Studying Historical Value

High Yield, Low Default

Pivot Pressures

Indication in International?

Equal-Weight Winning

Price Pressures Ease

The Great Pontification

On Par With ‘08

No Progress

Time to Recovery

P/E Plummet

Correlation Conundrum

Bond Bear Market

Yields Up = Price Down

Technical Turnaround?

The Math of Loss

Spike vs. Climb

Lagging Indicator?

Flow and Ebb

Inflated Fears

The Anatomy of a Correction

No Quarter

Safe-Haven Shock

Cheapest on Record

Room to Run

Treasury Turnaround?

Munis Appeal Again

The True Cost of Timing

Been Here Before

Three-Sigma Tumble

Dollar Dominates

Credit Correction

40-Year Trend Tested

Muni Meltdown

Tax Advantages of ETFs

The Activist Edge

The Third Moment in Equity Portfolio Theory