Month: August 2017
Newfound embraces a philosophy-first asset management mentality, avoiding blind product and process loyalty for an evidence-based approach.
Volatility can predict drawdowns, but incorporating autocorrelation yields more accurate predictions in equities, low vol, income, and managed futures.
High valuations suggest that retirement withdrawal rates that were once safe may now deliver success rates that are no better than a coin flip
An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.
Portfolios in Wonderland & The Weird Portfolio
By Corey Hoffstein
On August 30, 2017