Flirting with Models

Research Library of Newfound Research

Author: Justin Sibears (Page 1 of 11)

Machine Learning, Subset Resampling, and Portfolio Optimization

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On July 23, 2018

We two novel algorithms, one based on machine learning and the other based on simulation, to manage estimation risk in portfolio optimization.

Separating Ingredients and Recipe in Factor Investing

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On May 21, 2018

Factor portfolio construction has two key elements: ingredients (the signals used to pick investments) and recipe (the rules used to translate those signals into allocations). While the ingredients often get the most focus, the recipe can have just as large of an impact on returns.

Failing Slow, Failing Fast, and Failing Very Fast

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On April 9, 2018

Failure to meet your financial objectives can take one of two forms: fast failure and slow failure. Failing fast involves suffering large losses at the wrong time as the result of taking too much risk. Failing slow involves achieving insufficient growth due to taking too little risk.

Three ETF-Based Ways to Leverage Your 60/40 Without Margin

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On February 5, 2018

We explore three ETF-Based ways to leverage your 60/40 without margin. We explore high beta ETFs, levered ETFs, and derivative-based ETNs as potential tools and look at the benefits and risks of each approach.

Presidential Stock Market Leaderboard

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On December 19, 2017

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About Newfound

While other firms focus on alpha, our first focus is on managing risk.

We know investors care deeply about protecting the capital they have worked hard to accumulate. And as investors approach and enter retirement, managing "sequence risk" becomes even more important.

Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies. We were founded in August 2008 and are based out of Boston, MA.

We work exclusively with institutions and financial advisors.





Tactical Asset Allocation: Opportunistically adapt and rotate portfolio exposures away from areas of perceived weakness.

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About Us

While most firms focus on alpha, our first focus is on managing risk.

We know investors care deeply about protecting the capital they have worked hard to accumulate. And as investors approach and enter retirement, managing “sequence risk” becomes even more important.

Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies.  We were founded in August 2008 and are based out of Boston, MA.

We work exclusively with institutions and financial advisors.

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