Month: June 2018
Introducing Newfound Research's new podcast: Flirting with Models, the show that pulls back the curtain to meet the investors behind quant strategies.
What investors should take away from Buffett’s alpha is that discipline was crucial for realizing the long-term outperformance.
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?"
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.
The Raw Materials for Active Management
By Nathan Faber
On June 25, 2018