Flirting with Models

The Research Library of Newfound Research

Author: Corey Hoffstein (Page 3 of 67)

What the Trend

Why have simple trend models exhibited such significant dispersion in the recent market rout? We go back to basics to set expectations.

How I Invest

In this commentary, I outline some thoughts that go into my personal portfolio construction decisions, including both my private and public exposures.

March 2020 Update

As markets digest the potential economic impact of COVID-19, we want to share some thoughts on market volatility and our tactical models.

Why Trend Models Diverge

We demonstrate that many common trend models are mathematically linked, but show how their differences can lead to meaningfully different signals.

Ensembles and Rebalancing

While most rebalancing literature has focused on combining asset classes, we believe this literature can be trivially extended to ensembles of strategies.

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