Flirting with Models

Research Library of Newfound Research

A Carry-Trend-Hedge Approach to Duration Timing

In this research note we discuss three simple signals – term spread, momentum, and prior equity returns – for timing exposure to 10-year U.S. Treasuries.

Managing Equity Risk When Rates Rise

Managing equity risk when rates rise may be difficult for investors whose risk management plan relies exclusively on asset class diversification.

Measuring Risk Tolerance

Risk tolerance is a tricky metric to measure. Riskalyze tries to intuitively quantify this, but be careful not to oversimplify this complex portfolio input.

Decomposing Trend Equity

We decompose trend equity into a strategic allocation and an active trading strategy in effort to create better transparency around portfolio behavior.

Video Digest: A Trend Equity Primer

A video digest of our most recent weekly research commentary on how trend equity strategies may help hedge left-tail risk in traditional portfolios.

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