Flirting with Models

Research Library of Newfound Research

A Case Against Overweighting International Equity

Are relative valuations a good enough reason to overweight international equity exposure compared to U.S. equity exposure?

It’s Long/Short Portfolios All The Way Down

Long/short portfolios can provide us with a unique framework to think about portfolio differences, and a unique way to quantify value-add for fees paid.

Alternative Data: The Next Frontier of Quant?

Can quants take advantage of new, alternative data to find hidden sources of alpha? Or will signal remain lost in the noise?

Sleuthing Out Allocations

Backing out allocations of an investment strategy can be hard but assuming an average value can be riskier. Simplicity must be balanced with applicability.

Tactical, But When?

We believe that investors should most actively seek to manage risk when they are most susceptible to sequence risk, i.e. the years around retirement.

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