Solent has been partnering with professors and reputed academics over the several decades which has led us to publish significant data science-based research.

The Solent professors have also been at the forefront of “smart beta” research and the design and implementation of smart beta products and these can be useful components of the recommended portfolios.

Our Featured Paper

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Roderick Collins
Co-founder

“Solent’s investment solutions build on the latest, cutting edge academic research. The implementation of these solutions is then further refined to enable us to address the investment needs and goals of a wide range of clients.”

December 2020

Perfect Withdrawal in a Noisy World: Investing Lessons with and without Annuities while in Drawdown between 2000 and 2019

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Oct 2017

Trend following value vs growth: size matters: tail risk, momentum, and trend following in international equity portfolios

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March 2016

Reducing sequence risk using trend following and the cape ratio

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March 2016

The trend is our friend: risk parity, momentum and trend following in global asset allocation

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January 2014

Trend following, risk parity and momentum in commodity futures

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April 2013

Breaking into the blackbox: trend following, stop losses, and the frequency of trading: the case of the S&P500

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