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.

The Misleading Lessons of History

Market history can be a potentially misleading guide to the future. Adding more noise to the past returns may create more signal for the future.

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.
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