Global Macro Strategist
Easterly EAB Risk Solutions
Arnim is the Global Macro Strategist at EAB Investment Group.
He has over 40 years of global macro and multi asset experience. Arnim has served as Chief Investment Officer, Strategist, Portfolio Manager, and Client Service and Marketing executive at several firms over the past 30 years. His investment philosophy is a unique blend of fundamental, technical and, quantitative disciplines honed over the years of working with many of the top firms and investors in each of these disciplines. His particular macro skill is understanding the relationships of correlation and volatility in the optimization of portfolio construction and return generation.
Prior to EAB, Arnim founded a tail risk consulting firm, ASH Strategy, LLC, where he developed a novel multi asset hedging approach for institutional, high net worth, and family office investors. For 6 years he managed or served as senior strategist on multi asset funds or strategies at Deutsche Asset Management and Scudder. While at Deutsche he was the portfolio manager on approximately $3 billion of assets in domestic and offshore multi-asset funds. He also founded and managed a multi asset offshore hedge fund at Israel Discount Bank of New York. Arnim received his undergraduate Economics degree from Princeton University and his MBA-Finance from Fordham University. He holds a Series 7 and 65 Registered Representative securities registration.
This paper is an analysis of equity volatility and its impact on portfolio correlation and diversification. By examining a standard institutional asset allocation against a Hedged Equity approach, our research has found that correlation management is key to accessing the benefits of diversification.Learn More