We are proud to announce that Nathan Faber and Andrew Gogerty – both members of Newfound Research's Investment Strategies team – placed 2nd and 3rd, respectively, in the 2015 National Association of Active Investment Managers (NAAIM) Wagner Award Competition.The NAAIM Wagner Award is designed to expand awareness of active investment management techniques and the results of active strategies.


Mr. Faber's paper, The Search for Crisis Alpha: Weathering the Storm using Relative Momentum, explores the idea of using relative momentum metrics to construct an ETF-based fixed-income portfolio that adds alpha during periods of equity market crises while remaining robust to the risks of rising interest rates.Mr. Gogerty's paper, Momentum AND Diversification – A powerful risk-adjusted combination, expanded upon ideas covered in an old blog post, utilizing a relative strength framework to select between portfolios of asset classes, thereby incorporating diversification into the selection framework.

You can read the official NAAIM press release here.While we recognize that not all of our insights will find their way into our strategies, ongoing research is a critical component of our investment DNA.

The papers will be available for download in early May.

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.