Flirting with Models

The Research Library of Newfound Research

Your Style-age May Vary

New research from Axioma suggests that less is more when it comes to style titlts, once again demonstrating the impact of specification vs style.

Harvesting the Bond Risk Premium

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.

Timing Luck and Systematic Value

We explore the impact of timing luck using a systematic equity value strategy example and find significant variations in annualized returns.

Ensemble Multi-Asset Momentum

We use a multi-asset momentum framework to explore the potential benefits of ensemble construction in diversifying process and rebalance risk.

Q2 2019 Video Commentary

A recap of quantitative tactical signals at the end of Q2, including momentum, valuation, and carry signals for different asset classes.

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