Our Latest White Paper: The 60/40 Problem

Posted by Jon Robinson on 11/28/18 11:01 AM


The movie “Moneyball” has an interesting scene in which General Manager Billy Beane is debating his scouts on how to best replace two key players lost in free agency given the team’s limited budget. The scene contains a back and forth between Beane and several scouts discussing and clearly disagreeing about “the problem.”

“You’re not even looking at the problem”, Beane declares. 

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Topics: Systematic Investing, Behavioral Finance

Forbes Interview: Systematic investing & the rise of emotional intelligence

Posted by Jason Varner on 11/16/18 11:00 AM


We at Blueprint are excited to share with our readers and friends a fantastic interview with Jon Robinson and Tommy Mayes by Forbes contributor Peter Hans.  In it, Jon, Tommy, and Peter discuss systematic investing, emotional intelligence, liquid alternatives, and more.  Blueprint's story and background is also explored, providing valuable insight into how and why we do what we do.  We are immensely grateful for the opportunity to have this discussion with Peter, and hope that you enjoy reading it as much as we enjoyed telling it. 

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Topics: Systematic Investing, Behavioral Finance

Clueless GM's and Stock Pickers

Posted by Joe Crawford on 10/16/18 10:17 PM


At Blueprint, we utilize tactics based on the fundamentals of Trend Following, attempting to smooth the investment ride and to keep compounding high for our advisor clients.  We generally do this using passive instruments such as index-based ETFs and Mutual Funds for two reasons:

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Topics: Behavioral Finance, Advisor Practice Management, Systematic Investing

What the Data (Still) Says About Market Crashes

Posted by Jon Robinson on 9/10/18 2:07 PM


Late last year, it was clear to us as we listened to our clients that a correction in the US markets was a primary concern.  There also seemed to be a prevailing wisdom that such a correction, if it occurred, could likely lead to a bear market.  While we do not allow the news or anyone’s feelings about markets to influence our investment decisions, we do use them to inform what we analyze and write about.  This led to a question.  (In my best Dwight K. Schrute voice) “Question: do sharp declines in US Equities act as a precursor to bear markets?  False!”  The data says they do not.

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Topics: Systematic Investing, Behavioral Finance

It's Time for the Shock Absorbers

Posted by Tommy Mayes on 8/27/18 11:08 AM


I returned from a nice long visit to Paris last week, relaxed and without a care in the world.  Then I read the news. Yesterday, an investment banker told me he was worried about the Four T’s - Trump, Tariffs, Trade and Turkey.  Blueprint is not a macro firm and makes no economic pronouncements, but if your investment portfolio has been riding the wave of up-vol and peak beta (yes, volatility goes in both directions), it is time to make sure that your portfolio includes strategies that will buffer the down-vol, because it is inevitable.  A former colleague likes to call these “shock absorbers”.  Have you ever ridden in a car without good shocks?  It is not comfortable.

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Topics: Systematic Investing, Advisor Practice Management, Behavioral Finance

Forbes interview with Blueprint
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