Flirting with Models

๐Ÿงช Research Library of Newfound Research

Author: Nathan Faber (Page 1 of 14)

The Path-Dependent Nature of Perfect Withdrawal Rates

The perfect withdrawal rate in a retirement portfolio contains more risk than meets the eye. The order of returns is extremely important.

Taxes and Trend Equity

Trend equity is often assumed to be tax inefficient, but it may be tax beneficial by realizing capital gains that reduce the risk of rising tax rates.

Trend Following in Cash Balance Plans

Cash balance plans can accelerate retirement savings beyond 401ks and IRAs. But how they are invested depends heavily on the return guarantee and employees.

How Much Accuracy Is Enough?

Pursuing higher accuracy in an investment strategy is not always enough to make the strategy good over the long run. Skew is also important to consider.

Tightening the Uncertain Payout of Trend-Following

Long/flat trend-following strategies look like call options with uncertainty. Combining multiple trend models can reduce this uncertainty in the payout.

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