Flirting with Models

The Research Library of Newfound Research

Month: September 2013

New Research Paper: Being Strategic About Tactical Allocations

In our white paper, Being Strategic About Tactical Allocations, we discuss a method of balancing turnover and tactical allocation decisions.

Disentangling Volatility and Risk

"Volatility" and "risk" are often used interchangeably, but it is important to distinguish between volatility as uncertainty and volatility as dispersion.

Correlation: A Non-Guaranteed Insurance Policy

Correlation is often used to proxy diversification, but correlations can be very unstable over time. It's akin buying insurance that may or may not pay out.

New Educational One-Pagers: Drawdown

Here is a series of one-page educational pieces that center around drawdown: What is it and how can we manage it?
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