Flirting with Models

The Research Library of Newfound Research

Category: Weekly Commentary (Page 1 of 54)

Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants

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.

Tail Hedging

In this research note we demonstrate that holding to expiration is not a required feature of a successful tail hedging program.

Defensive Equity with Machine Learning

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