Flirting with Models

Research Library of Newfound Research

Category: Active Management (Page 1 of 5)

The Frustrating Law of Active Management

We introduce the Frustrating Law of Active Management: For a strategy to outperform in the long run, it has to underperform in the short run.

Addressing Low Return Forecasts in Retirement with Tactical Allocation

Low return forecasts make risk management crucial. Tactical strategies have been effective in the past, and moderate allocations can make a big difference.

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.

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.

Sector Rotation and the Momentum Factor

In this commentary we explore the connection between sector rotation and the momentum factor and ask whether sector rotation is meaningfully different.

Page 1 of 5

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.