In 2019, we published 45 research notes (not including video + audio commentary), totaling over 100,000 words.  Our research spanned a number of topics, including: ensemble techniques, deep dives on trend following, factor and sector rotation, fixed income  analysis, and – of course – rebalance timing luck.

Our 2019 research compendium contains all this research, categorically organized for easy access.

Thank you for reading. Your feedback is always welcome and appreciated.

 

Corey is co-founder and Chief Investment Officer of Newfound Research, a quantitative asset manager offering a suite of separately managed accounts and mutual funds. At Newfound, Corey is responsible for portfolio management, investment research, strategy development, and communication of the firm's views to clients. Prior to offering asset management services, Newfound licensed research from the quantitative investment models developed by Corey. At peak, this research helped steer the tactical allocation decisions for upwards of $10bn. Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University. You can connect with Corey on LinkedIn or Twitter.