Flirting with Models

The Research Library of Newfound Research

Month: June 2013

“A Risk Measure Has to Surprise You if it is Going to be of Any Use at All”

Having a risk metric that is never surprising can be dangerous. If your risk measure does not surprise you, then the market will.

Risk Parity: The Devil is in the Details

Standard risk parity implementations focus on volatility and correlation but may overlook duration, liquidity, and forcible deleveraging risks

Our Investment Philosophy: A More “Entertaining” Set of Slides

These slides highlight some of the unique aspects of our investment philosophy.

Weekly Wrap, May 31st 2013

This weekly wrap highlights some major market events from the past week including rising rates, the French economy and mortgage loan applications.
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