Flirting with Models

The Research Library of Newfound Research

Author: Corey Hoffstein (Page 2 of 68)

Flirting with Models, Season 3

We've begun releasing episodes of Season 3 of Flirting wiith Models and will continue to release throughout July 2020.

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

Tranching, Trend, and Mean Reversion

While tranching can simply be a way to de-emphasize the impact of a specific rebalancing date choice, it may also introduce momentum effects in a portfolio.

“Well, you… No, you gotta do more than that.”

In this note, we explore tranched versus non-tranched trend implementaitons and find that tranchig has been superior for many assets over the last 30 years.

Page 2 of 68

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.