Well, the end of 2013 has arrived.  We wanted to end the year with a list highlighting our favorite posts we wrote throughout the year.  As we go into January, we expect an onslaught of "as goes January, so goes the year" posts.  We recommend you read our blog post from last year on the topic.

Strategic Allocation

What do your weights say about your return beliefs? (with Excel Workbook)

The Luck of the Market Cycle: Exploring the Impact of Income Growth Savings and Allocation Changes on Retirement Portfolios

The Stability of Returns, Volatility & Correlation

The Intuition Behind Sharpe Maximization in Unconstrained Mean-Variance Optimization

Constructing Portfolios of Constant-Maturity Fixed-Income ETFs

Rebalancing

The Luck of Rebalance Timing

Being Strategic about Tactical Allocations

Being Strategic about Tactical Allocations II: Inlay v Overlay

The Importance of Rebalancing in Long/Short Portfolios

Benchmarking

The Cost of Insurance

Correlation & Diversification

Correlation: A Non-Guaranteed Insurance Policy

Your Portfolio, Unhedged

Is Diversification Really a Free Lunch?

Momentum vs. Mean-Reversion

I'll Take the Best Performing Mutual Fund, Right?

Statistics & Probability

As January Goes, So Goes the Year

Bond Bubbles & Rising Rates

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

Bond Valuations and the Price of Portfolio Insurance

Bond Bubbles & Credit Quality

Momentum

Momentum Everywhere

Cognitive Biases

Anchored to the Memory of Losses

Do We Chase Negative Performance?

Risk Parity

Risk Parity: The Devil is in the Details

The Problem with VaR Driven Allocations

Our Philosophy

Why We Don't Predict: Gartman Says Hes Never Seen Anything Like This

Big Data & Complicated Models

Corey is co-founder and Chief Investment Officer of Newfound Research, a quantitative asset manager offering a suite of separately managed accounts and mutual funds. At Newfound, Corey is responsible for portfolio management, investment research, strategy development, and communication of the firm's views to clients.

Prior to offering asset management services, Newfound licensed research from the quantitative investment models developed by Corey. At peak, this research helped steer the tactical allocation decisions for upwards of $10bn.

Corey is a frequent speaker on industry panels and contributes to ETF.com, ETF Trends, and Forbes.com’s Great Speculations blog. He was named a 2014 ETF All Star by ETF.com.

Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University.

You can connect with Corey on LinkedIn or Twitter.