Dave Donnelly

Managing Director
SpiderRock Advisors
Dave is responsible for business development and client portfolio management at SpiderRock Advisors. He began his career at Lord, Abbett & Co. in 2003, and has since worked closely with advisor and institutional clients across a range of products, including traditional equity and fixed-income, managed futures, volatility arbitrage and private equity. Prior to SpiderRock Advisors, Dave was the Founder and President of the quantitative strategy firm Strategic Alpha. Dave earned his undergraduate degree in Mathematics and Economics from the University of Illinois at Urbana-Champaign, and received an MBA from the University of Chicago Booth School of Business.

Author Archives: Dave Donnelly

A Smarter Way to Rebalance with the BuyWrite Index (BXM)

As advisors begin mid-year rebalancing of client portfolios, they face a dilemma. While investors have enjoyed a 9-year Bull Market—including a 21.14% total return by the S&P 500 in 2017—their investment portfolios have built up more equity risk. Absent rebalancing, a standard 60/40 equity/bond portfolio might now resemble a riskier 75/25 allocation. Given these sizable Read more […]