Flirting with Models

Research Library of Newfound Research

Can We Improve Sector Rotation?

Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?

Navigating Municipal Bonds With Factors

We build a systematic municipal bond portfolio. The portfolio uses four factors (low volatility, momentum, value, carry) across six municipal bond sectors.

Expectations with Tactical Equity

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

Factor Investing in Multi-Asset Portfolios

Factor investing is not limited it equities; it is a multi-asset concept. We present a case study of how we seek factors in our own multi-asset portfolios.

Why quants don't pick stocks

Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.

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