Flirting with Models

The Research Library of Newfound Research

Month: August 2017

Portfolios in Wonderland & The Weird Portfolio

Investors looking for long-term success may have to expand their investment palette and invest in weird portfolios to earn enticing returns in the future.

A Philosophy-First Asset Manager

Newfound embraces a philosophy-first asset management mentality, avoiding blind product and process loyalty for an evidence-based approach.

Accounting for Autocorrelation in Assessing Drawdown Risk

Volatility can predict drawdowns, but incorporating autocorrelation yields more accurate predictions in equities, low vol, income, and managed futures.

Impact of High Equity Valuations on Safe Retirement Withdrawal Rates

High valuations suggest that retirement withdrawal rates that were once safe may now deliver success rates that are no better than a coin flip

A Gentle Guide to Global Tactical Asset Allocation

An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.
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