Flirting with Models

Research Library of Newfound Research

Category: Equities (Page 1 of 4)

Can We Improve Sector Rotation?

Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?

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.

A Simulation-Based Rebuttal to Research Affiliates

Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?

Anatomy of a Bull Market: Follow-Up

Drivers of equity returns vary depending on the time horizon we study. The impact of valuation changes diminishes as the time period is increased.

Anatomy of a Bull Market

Bull markets come in all shapes and sizes. We analyze historical market cycles on criteria such as duration, magnitude, velocity, and source of return.

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