Flirting with Models

Research Library of Newfound Research | While other asset managers focus on alpha, our first focus is on managing risk.

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Fragility Case Study: Dual Momentum GEM

We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.

Video Digest: Process & Manager Diversification

A video digest of our most recent weekly research commentaries on the potential benefits of diversifying across managers or process within a portfolio.

Is Multi-Manager Diversification Worth It?

In this commentary we explore whether manager diversification can have risk reduction benefits like those found with asset diversification.

2018 Highlights – The Top 20 Posts You Might Have Missed

Best-of highlights of the most popular Flirting with Models blog posts of 2018!

Dart-Throwing Monkeys and Process Diversification

A brief note that explores the impact of process diversification on terminal wealth dispersion, a key metric in portfolio planning.

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