Flirting with Models

The Research Library of Newfound Research

Category: Popular (Page 2 of 3)

Taxes and Trend Equity

While tactical equity strategies are generally assumed to be tax inefficient, we document the historical capital gains profile of such an approach.

Trend Following in Cash Balance Plans

We explore the application of trend following, and the potential consistency improvements it can introduce, within the framework of a cash balance plan.

No Pain, No Premium

We explore the risk-based framework that gives risk to our philosophy of "no pain, no premium" and its implications for diversification.

Fragility Case Study: Dual Momentum GEM

We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.

Is Multi-Manager Diversification Worth It?

In this commentary we explore whether manager diversification can have risk reduction benefits like those found with asset diversification.
You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.