Flirting with Models

The Research Library of Newfound Research

Month: October 2015

Why Sector Investing

Why sector investing can be more appropriate than style-based investing for managing risk.

You do not experience summary statistics

Investment portfolios are often evaluated and selected based on summary statistics; but these summary statistics fail to capture investor experience.

“Price is a liar”

Humans love unifying theories – that price contains all relevant market information is one of them. But John Burbank thinks "price is a liar."

When process and performance disagree

Due diligence focuses on the 3 Ps: people, process and philosophy. But what happens when performance and process disagree?

Building better backtests

Building better backtests with more realistic execution assumptions.
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