Flirting with Models

The Research Library of Newfound Research

Month: May 2014

New White Paper: Being Tactical About Trading and Taxes

Tactical strategies are often scrutinized for being tax inefficient. This paper examines ways to account for taxes when making tactical investment decisions

Does High Turnover Necessarily Imply Tax Inefficiency?

Portfolio turnover is only one aspect of estimating tax costs. High turnover may not imply high taxes if only a portion of the portfolio is turning over

The Whole Street

The Whole Street is a great resource for finding quantitative finance blog posts and academic papers all in one place.
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