Flirting with Models

The Research Library of Newfound Research

Month: May 2018

How to Benchmark Trend-Following

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On May 14, 2018

Benchmarking a trend-following strategy is difficult. The tendency is to compare it to an equity strategy, but this often leads to disappointment. We explore a better benchmark that allows investors to accurately measure performance and set expectations.

Leverage and Trend Following

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On May 7, 2018

We typically explore trend following as a risk management technique for investors sensitive to sequence risk, but it may also be a way to allow growth investors to benefit from leverage by reducing the risk of permanent portfolio impairment that would otherwise occur due to large drawdowns.

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