Flirting with Models

The Research Library of Newfound Research

Month: June 2018

Flirting with Models Podcast

Introducing Newfound Research's new podcast: Flirting with Models, the show that pulls back the curtain to meet the investors behind quant strategies.

The Raw Materials for Active Management

Explaining why active management performs a certain way in an environment is tough. Predicting this difference is even harder. Diversification is key.

Inferring the Statistics of Buffett’s Alpha

What investors should take away from Buffett’s alpha is that discipline was crucial for realizing the long-term outperformance.

Factor Fimbulwinter

With decades of empirical evidence supporting them, we ask the simple question: "How long would a factor have to fail for us to give up hope?"

A Season for Sectors

Seasonality has proven to be a significant anomaly in a variety of markets. We test whether seasonality applies with sector-based investing and find that not only has the premium been economically significant, but is un-explained by traditional anomalies.
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