Flirting with Models

The Research Library of Newfound Research

Author: Corey Hoffstein (Page 1 of 16)

Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants

Rebalance Timing Luck: The (Dumb) Luck of Smart Beta

Heads I Win, Tails I Hedge

We explore the application of tactical signals to a rolling put strategy, seeking to minimize long-term costs while still providing meaningful protection.

Tail Hedging

In this research note we demonstrate that holding to expiration is not a required feature of a successful tail hedging program.

Defensive Equity with Machine Learning

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