“Taking less risk than is optimal is not safer; it just locks in a worse outcome.

Taking more risk than is optimal also results in a worse outcome, and often leads to complete disaster.”

— Aaron Brown, Red Blooded Risk (2011)


In our new white paper, we explore how tactical strategies can be utilized to achieve risk ignition, dynamically increasing and decreasing exposure to risky assets so as to not incur the expected return drag from safety assets without necessarily increasing overall portfolio volatility.

You can download it here.

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 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.