Flirting with Models

The Research Library of Newfound Research

Month: August 2013 (Page 2 of 3)

I’ll take the best performing mutual fund, right?

Mutual funds are often selected by their 3 or 5-year track record. This metric may not be the best to base your investment.

A Simple Formula to Understand the Effects of Rising Rates on Constant Maturity Fixed-Income ETFs

For constant maturity fixed income ETFs, the periodic rollover to new issues can be beneficial during rising rates. Duration is not the only factor.

Weekly Wrap August 9th, 2013

This weekly wrap highlights some major market events from the past week including analysis of asset classes, China's growth and the current bull market.

The Luck of the Rebalance Timing

Rebalance timing is often taken for granted, but it can have a large impact on results. It may be the difference between hired and fired.

Jumpy Models Part II: What we can do with jumps once we find them

If detecting jumps is not hard enough, we have to deal with them afterwards. Models must handle jumps in a way that does not introduce excess whipsaw.
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