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Learning From a Decade of Managed Volatility

Quantitative Research and Analytics

Learning From a Decade of Managed Volatility

Dynamic risk mitigation strategies seek to provide a capital-efficient way to generate both higher risk-adjusted returns and reduced drawdowns without the cost normally associated with left tail protection.

Quantitative Research and Analytics

Hedging for Profit: A Novel Approach to Diversification

Diversifying equity-risk-mitigation strategies may be more efficient than using a single method.

Strategy Spotlight

PIMCO’s Multi-Asset Alternative Risk Premia Strategy: The Search for Returns Beyond Traditional Asset Classes

Quantitative Research and Analytics

The Carry and Value Pendulum

Featured Solutions

Trend-Following Through the Rates Cycle

Our analysis suggests that trend-following strategies could profit in rising rate environments.

Graham A. Rennison

Quantitative Portfolio Manager

Mr. Rennison is an executive vice president in the quantitative portfolio management group in the Newport Beach office, focusing on multi-asset-class systematic strategies. He was previously a member of the client analytics group, advising clients on strategic asset allocation. Prior to joining PIMCO in 2011, Mr. Rennison was a director and head of systematic strategies research at Barclays Capital in New York and also spent five years at Lehman Brothers. He has 20 years of investment experience and holds master's and undergraduate degrees in mathematics from Cambridge University, England.

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Learning From a Decade of Managed Volatility

Learning From a Decade of Managed Volatility

Hedging for Profit: A Novel Approach to Diversification

Hedging for Profit: A Novel Approach to Diversification

PIMCO’s Multi-Asset Alternative Risk Premia Strategy: The Search for Returns Beyond Traditional Asset Classes

PIMCO’s Multi-Asset Alternative Risk Premia Strategy: The Search for Returns Beyond Traditional Asset Classes

The Carry and Value Pendulum

The Carry and Value Pendulum

Trend-Following Through the Rates Cycle

Trend-Following Through the Rates Cycle

Graham A. Rennison

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