Flirting with Models

The Research Library of Newfound Research

Month: March 2014

Being Tactical about Taxes

Taxes are one of the market frictions that make tactical investing tougher. Your discussions to trade cannot be made in isolation.

Simple by Design

Simple by design is a philosophy of removing extra parts that make models more complicated. What you lose in explanatory power, you gain in robustness.

Jack of All Trades: A Look at Dynamic Momentum

Static lookback windows for momentum may not work well for all asset classes in all market environments. Using a dynamic momentum window can be more robust.
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