Flirting with Models

๐Ÿงช Research Library of Newfound Research

Author: Corey Hoffstein (Page 1 of 58)

The Speed Limit of Trend

Using simulation techniques, we aim to explore how different trend speed models behave for different drawdown sizes, durations, and volatility levels.

Revisiting The Weird Portfolio

By looking at strategies by their underlying independent risk factors, we explore how even different allocations can lead to closely shared risks.

Introducing the Newfound Research U.S. Trend Equity Index

Introducing the Newfound Research U.S. Trend Equity Index, a specification-neutral benchmark for trend equity strategies.

Time Dilation

Information does not flow into the market at a constant rate, and measurements using a fixed time horizon may lead to over- or under-sampling of data.

The Monsters of Investing: Fast and Slow Failure

Investors must navigate between the risks of failing fast and slow. Knowing which is most likely to prey on you can inform portfolio design.

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