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 Buffettโ€™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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