Nathan Faber, Author at Flirting with Models

Author: Nathan Faber (Page 1 of 15)

The Limit of Factor Timing

By Nathan Faber

On November 11, 2019

Factor timing doesn't require extreme accuracy, but finiding a model that has that accuracy may be difficult. Diversifying is often the best approach.

Macro Timing with Trend Following

By Nathan Faber

On October 7, 2019

Timing when to invest in trend following strategies is hard, but evidence shows it may be done based on the stage of the economic cycle.

Harvesting the Bond Risk Premium

By Nathan Faber

On August 5, 2019

The term premium for bonds is difficult to caputre without de-risking a portfolio. Using levered ETPs can help maintain equity exposure while adding bonds.

Dynamic Spending in Retirement Monte Carlo

By Nathan Faber

On July 15, 2019

Accounting for potential dynamic spending in retirement in the planning process can paint a better picture of retirement success and failure.

The Path-Dependent Nature of Perfect Withdrawal Rates

By Nathan Faber

On April 22, 2019

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

Systematic Tactical Allocation Strategies

Trend Equity
Long/flat equity trend-following strategies that seek to participate in equity market growth while reducing the impact of severe and prolonged market declines.

Portable Beta
Strategies that seek to benefit from enhanced diversification and capital efficiency through the select application of leverage.

Multi-Asset
Broadly diversified mandates seeking to benefit from a wide range of return sources including both traditional market exposures and non-traditional style premia.

Fixed Income
Strategies seeking excess risk-adjusted returns through the systematic application of style premia across bond sectors.

Model Portfolios
Free-to-subscribe, open-architecture strategic asset allocation models available in multiple risk profiles.

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Custom-tailored investment solutions that are built with and powered by our research and insights

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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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