Flirting with Models

The Research Library of Newfound Research

Category: Popular (Page 3 of 3)

Factor Fimbulwinter

With decades of empirical evidence supporting them, we ask the simple question: "How long would a factor have to fail for us to give up hope?"

Two Centuries of Momentum

As a systematized strategy, momentum sits upon nearly a quarter century of positive academic evidence and a century of successful empirical results.

Timing Bonds with Value, Momentum, and Carry

In this research note we explore quantitative trend, value, and carry signals for timing exposure to bonds and find evidence of their historical efficacy.

Navigating Municipal Bonds With Factors

While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.

Did Declining Rates Actually Matter?

It is often assumed that declining interest rates were a significant boon to fixed income returns over the last several decades; but is that true?

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