Flirting with Models

Research Library of Newfound Research

Author: Corey Hoffstein (Page 1 of 42)

Can We Improve Sector Rotation?

Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?

Factor Investing in Multi-Asset Portfolios

Factor investing is not limited it equities; it is a multi-asset concept. We present a case study of how we seek factors in our own multi-asset portfolios.

Why quants don't pick stocks

Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.

Evidence-Based Investing Conference (West)

Yours truly will be attending the Evidence-Based Investing Conference (June 25th - 27th, 2017). The agenda and line-up looks nothing short of spectacular.

A Simulation-Based Rebuttal to Research Affiliates

Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?

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