Flirting with Models

The Research Library of Newfound Research

Author: Nathan Faber (Page 1 of 15)

Option-Based Trend Following

By

On June 23, 2020

Option strategies can be used to isolate and quantify the cost of whipsaw in trend following strategies, which can help set expectations on whipsaw.

Straddles and Trend Following

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On May 11, 2020

A strategy with straddles can be similar to a trend followings strategy and it can highlight the trade off between insurance premiums and deductibles.

One Hedge to Rule Them All

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On March 30, 2020

There is no perfect hedge for equity market drops. Rather finding a hedge that pays when you need it and costs little when you don't is the goal.

Diversification with Portable Beta

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On February 18, 2020

Looking at the passive and active components of a portable beta strategy can shed insight on how they perform individually and interact with each other.

Fighting U.S. FOMO

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On January 27, 2020

U.S. investors may feel FOMO after strong years in the market, and battling this feeling is important for the health of their portfolio.

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