Flirting with Models

The Research Library of Newfound Research

Month: November 2017

Are Market Implied Probabilities Useful?

Market-implied probabilities may apply for "typical households", but actual probabilities are more relevant to the unique goals and situations of investors.

It’s Long/Short Portfolios All The Way Down

Long/short portfolios can provide us with a unique framework to think about portfolio differences, and a unique way to quantify value-add for fees paid.