Flirting with Models

The Research Library of Newfound Research

Category: Craftsmanship (Page 1 of 5)

Index Funds Reimagined?

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On May 19, 2023

A critical review of Research Affiliates's paper "Reimagining Index Funds," finding unintended style drift in the construction methodology.

What Is Managed Futures?

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On February 2, 2023

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck

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On January 24, 2023

Tranching, Trend, and Mean Reversion

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On April 27, 2020

While tranching can simply be a way to de-emphasize the impact of a specific rebalancing date choice, it may also introduce momentum effects in a portfolio.

One Hedge to Rule Them All

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On March 30, 2020

There is no perfect hedge for equity market drops. Rather finding a hedge that pays when you need it and costs little when you don't is the goal.

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