Flirting with Models

The Research Library of Newfound Research

Author: Corey Hoffstein (Page 5 of 67)

2019 Research Compendium

In 2019, we published 45 research notes (not including video + audio commentary), totaling over 100,000 words.Β 

Timing Trend Model Specification with Momentum

In this piece, we briefly explore whether model specification choices can be timed using momentum within the context of a naΓ―ve trend strategy.

A Conversation on Rebalance Timing Luck

A podcast episode discussing all things rebalance timing luck: what is it; how can we measure it; what influences it; and how can we try to control it.

November 2019 Digest

Diversification: More Than “What”

A video presentation discussing the multi-dimensional nature of diversification and how trend equity strategies can diversify "how" and "when."

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