Month: June 2019
A letter from Newfound's co-founders celebrating 10 years in business, recent changes, and our plan for the next decade.
We're back with Season 2 of our podcast Flirtig with Models. This season we interview guests all about topics from volatility investing to alternative data.
In this commentary we explore the application of several quantitative signals (momentum, value, carry, reversal) to a broad set of fixed income exposures.
We find that short-term momentum signals generate statistically significant annualized excess returns for a tactical credit strategy.
Time-Series Signals and Multi-Sector Bonds
By Corey Hoffstein
On June 17, 2019