Flirting with Models

The Research Library of Newfound Research

Category: Risk & Style Premia (Page 1 of 15)

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.

Option-Based Trend Following

Option strategies can be used to isolate and quantify the cost of whipsaw in trend following strategies, which can help set expectations on whipsaw.

Defensive Equity with Machine Learning

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.

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