Flirting with Models

Research Library of Newfound Research

Category: ETFs (Page 1 of 4)

All About Factors & Smart Beta

A long-form presentation in which we explore factors (i.e. "smart beta"), covering both the basics of what they and more advanced topics of implementation.

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.

Is That Leverage in My Multi-Factor ETF?

The debate rages on between the best way to build a multi-factor portfolio: mixed or integrated? Are integrated portfolios are more capital efficient?

High Yield Bond ETFs: Liquidity Time Bombs?

Does the rapid adoption of high yield bond ETFs and the mismatch of liquidity between the ETF and the underlying bonds create a ticking liquidity time bomb?

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