Author: Corey Hoffstein (Page 2 of 67)
Newfound Research's Q1 2020 investor letter where we review firm updates and the primary drivers of strategy performance in Q1.
We simulate different market paths to trace out V-, U-, W-, and L-shaped market recoveries. Given these paths, we test different trend following strategies.
Why have simple trend models exhibited such significant dispersion in the recent market rout? We go back to basics to set expectations.
In this commentary, I outline some thoughts that go into my personal portfolio construction decisions, including both my private and public exposures.
“Well, you… No, you gotta do more than that.”
By Corey Hoffstein
On April 20, 2020