Flirting with Models

The Research Library of Newfound Research

Month: October 2016 (Page 1 of 2)

Rising Correlations and Tactical Asset Allocation

Tactical asset allocation can potentially add the most value when correlations between asset classes in the universe are high.

Is My Diversified Commodity Index Just Oil?

"Diversified" commodity indices are often primarily exposed to oil. Balancing risk among different assets can achieve truly diversified commodity exposure.

Upcoming Conference Panel Appearances

Capital Efficiency in Multi-factor Portfolios

Are integrated multi-factor portfolios more capital efficient than their mixed peers? In this blog post, we prove this statement for some broad assumptions.

Is That Leverage in My Multi-Factor ETF?

The debate rages on between the best way to build a multi-factor portfolio: mixed or integrated? Are integrated portfolios are more capital efficient?

Page 1 of 2

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.