Flirting with Models

Research Library of Newfound Research

Category: Alternatives (Page 1 of 2)

Is Your Multi-Asset Strategy Really Multi-Asset?

Most multi-asset strategies are very concentrated in a few risk factors. Seeking broad diversification requires diving deeper than the name of the strategy.

Crisis Alpha: A Simple ETF Approach

Volatility-based exchanged-traded products can be combined in a systematic way to capture crisis alpha during market crashes.

Is My Diversified Commodity Index Just Oil?

"Diversified" commodity indices are often primarily exposed to oil. Balancing risk among different assets can achieve truly diversified commodity exposure.

Can Dividend (Swaps) Replace Bonds?

Can dividend swaps be used to replace bonds in a low interest rate world? Is the historical dividend risk premium sustainable going forward?

Can managed futures manage rising rates?

A blog post exploring whether managed futures will be a profitable strategy in the face of rising interest rates

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