Flirting with Models

The Research Library of Newfound Research

Author: Corey Hoffstein (Page 4 of 69)

2020 Q1 Investor Letter

Newfound Research's Q1 2020 investor letter where we review firm updates and the primary drivers of strategy performance in Q1.

A L-U-V-Wy Recovery

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.

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.

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