Flirting with Models

Research Library of Newfound Research

Author: Corey Hoffstein (Page 1 of 54)

Attack of the Clone: Lessons from Replicating Long/Short Equity

We attempt to replicate the Credit Suisse Long/Short Liquid Index and thereby identify the commonn sources of performance in long/short equity strategies.

A Carry-Trend-Hedge Approach to Duration Timing

In this research note we discuss three simple signals – term spread, momentum, and prior equity returns – for timing exposure to 10-year U.S. Treasuries.

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.

Video Digest: A Trend Equity Primer

A video digest of our most recent weekly research commentary on how trend equity strategies may help hedge left-tail risk in traditional portfolios.

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.

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