Flirting with Models

🧪 Research Library of Newfound Research

The Path-Dependent Nature of Perfect Withdrawal Rates

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

The Speed Limit of Trend

Using simulation techniques, we aim to explore how different trend speed models behave for different drawdown sizes, durations, and volatility levels.

Revisiting The Weird Portfolio

By looking at strategies by their underlying independent risk factors, we explore how even different allocations can lead to closely shared risks.

Introducing the Newfound Research U.S. Trend Equity Index

Introducing the Newfound Research U.S. Trend Equity Index, a specification-neutral benchmark for trend equity strategies.

Taxes and Trend Equity

Trend equity is often assumed to be tax inefficient, but it may be tax beneficial by realizing capital gains that reduce the risk of rising tax rates.

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