Flirting with Models

The Research Library of Newfound Research

Month: October 2017

Alternative Data: The Next Frontier of Quant?

Can quants take advantage of new, alternative data to find hidden sources of alpha? Or will signal remain lost in the noise?

Sleuthing Out Allocations

Backing out allocations of an investment strategy can be hard but assuming an average value can be riskier. Simplicity must be balanced with applicability.

Tactical, But When?

We believe that investors should most actively seek to manage risk when they are most susceptible to sequence risk, i.e. the years around retirement.

The Frustrating Law of Active Management

We introduce the Frustrating Law of Active Management: For a strategy to outperform in the long run, it has to underperform in the short run.
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