Flirting with Models

The Research Library of Newfound Research

Author: Corey Hoffstein (Page 2 of 61)

Value and the Credit Spread

We use a measure of credit curve steepness as a valuation signal for timing exposure between corporate bonds and U.S. Treasuries.

Q2 2019 Firm Update

A letter from Newfound's co-founders celebrating 10 years in business, recent changes, and our plan for the next decade.

Flirting with Models – Season 2

We're back with Season 2 of our podcast Flirtig with Models. This season we interview guests all about topics from volatility investing to alternative data.

Time-Series Signals and Multi-Sector Bonds

We apply time-series momentum, value, carry, and reversal signals in fixed income and find them to be selectively significant and rarely consistent.

Quantitative Styles and Multi-Sector Bonds

In this commentary we explore the application of several quantitative signals (momentum, value, carry, reversal) to a broad set of fixed income exposures.

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