Flirting with Models

The Research Library of Newfound Research

Month: December 2019

2019 Research Compendium

In 2019, we published 45 research notes (not including video + audio commentary), totaling over 100,000 words.Β 

Timing Trend Model Specification with Momentum

In this piece, we briefly explore whether model specification choices can be timed using momentum within the context of a naΓ―ve trend strategy.

Re-specifying the Fama French 3-Factor Model

The standard definition of the value factor may not fully capture the abstract concept of value. Blending many metrics into one factor can be beneficial.

A Conversation on Rebalance Timing Luck

A podcast episode discussing all things rebalance timing luck: what is it; how can we measure it; what influences it; and how can we try to control it.
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