Flirting with Models

The Research Library of Newfound Research

Category: Trend (Page 1 of 6)

What Is Managed Futures?

By

On February 2, 2023

Option-Based Trend Following

By

On June 23, 2020

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

Straddles and Trend Following

By

On May 11, 2020

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

Why Trend Models Diverge

By

On March 9, 2020

We demonstrate that many common trend models are mathematically linked, but show how their differences can lead to meaningfully different signals.

Can Managed Futures Offset Equity Losses?

By

On February 3, 2020

Managed futures strategies have historically provided meaningful positive returns during left-tail equity events, but will the strategy work next time?

Page 1 of 6

Next →

Search

Recent Posts

Archives

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.