Flirting with Models

The Research Library of Newfound Research

Month: April 2017

Why quants don’t pick stocks

Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.

Evidence-Based Investing Conference (West)

Yours truly will be attending the Evidence-Based Investing Conference (June 25th - 27th, 2017). The agenda and line-up looks nothing short of spectacular.

A Simulation-Based Rebuttal to Research Affiliates

Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?

Did Declining Rates Actually Matter?

It is often assumed that declining interest rates were a significant boon to fixed income returns over the last several decades; but is that true?

The Curious Case of the Missing Credit Premium

Over the last 15 years, the ex-post credit premium has been non-existent. Are corporate bonds worth it or should be just invest in Treasuries?
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