Flirting with Models

The Research Library of Newfound Research

Category: Portfolio Construction (Page 2 of 10)

Return Stacking in an Inverted Yield Curve Environment

Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants

Straddles and Trend Following

A strategy with straddles can be similar to a trend followings strategy and it can highlight the trade off between insurance premiums and deductibles.

Tranching, Trend, and Mean Reversion

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

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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