Flirting with Models

The Research Library of Newfound Research

Month: September 2018

Decomposing Trend Equity

We decompose trend equity into a strategic allocation and an active trading strategy in effort to create better transparency around portfolio behavior.

A Trend Equity Primer

An introduction to trend equity, a strategy that seeks to benefit from the long-term, expected equity risk premium and the convex payoff of trend following.

Timing Equity Returns Using Monetary Policy

We explore the relationship between equity returns and contractionary/expansionary monetary policy regimes using a simple simulation-based framework.