Flirting with Models

The Research Library of Newfound Research

Category: Risk & Style Premia (Page 1 of 16)

Is Managed Futures Value-able?

Index Funds Reimagined?

A critical review of Research Affiliates's paper "Reimagining Index Funds," finding unintended style drift in the construction methodology.

What Is Managed Futures?

Rebalance Timing Luck: The (Dumb) Luck of Smart Beta

Heads I Win, Tails I Hedge

We explore the application of tactical signals to a rolling put strategy, seeking to minimize long-term costs while still providing meaningful protection.

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