Flirting with Models

Research Library of Newfound Research

Author: Corey Hoffstein (Page 1 of 52)

Video Digest: Mean Reversion and Bond ETF Returns

A video digest of our most recent weekly research commentary on the evidence of mean reversion in returns for fixed income.

Our Conversation with Meb Faber

The thoughts and commentary of the team at Newfound on our podcast conversation with Meb Faber.

Mean Reversion and Bond ETF Returns

The fixed coupon and maturity of bonds act live gravity, causing mean reversion in returns. Short-term underperformance might suggest a positive forecast.

Video Digest: Measuring Process Diversification in Trend Following

A video digest of our most recent weekly research commentary on measuring process diversification within the context of trend following strategies.

Measuring Process Diversification in Trend Following

In this research commentary we seek to measure the potential diversification benefits of introducing new ways of measuring trends.

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