Flirting with Models

Research Library of Newfound Research

Author: Nathan Faber (Page 1 of 9)

Expectations with Tactical Equity

Tactical equity strategies are favored in rising rate environments and when the equity markets have large absolute moves.

Misattributing Bad Behavior

Reported behavior gaps can be very misleading. Disciplined approaches may even show a behavior gap depending on the market environment.

Is My Diversified Commodity Index Just Oil?

"Diversified" commodity indices are often primarily exposed to oil. Balancing risk among different assets can achieve truly diversified commodity exposure.

Uncertain Alpha

Basing decisions solely on alphas can lead to disaster. Knowing the uncertainty and the model associated with alpha can help avoid costly errors.

Low Volatility is Not Low Risk

Volatility and risk are often treated as the same thing, but low volatility ETFs have many risks that investors may not be aware of.

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