A Curated Charcuterie of Links
A PDF version of this commentary can be downloaded here. Special
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Newfound Takes 2nd & 3rd in 2015 NAAIM Wagner Award Competition
We are proud to announce that Nathan Faber and Andrew
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On Equal-Weight Sectors
An exploration of an equal-weight sector investment approach.
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Sectors versus Factors
Exploring what makes sectors different than factors in equity investing.
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Computers are not good at jokes
A PDF version of this commentary can be downloaded here. Special
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The Folly of Forecasting
A PDF version of this commentary can be downloaded here. Market
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Arguing with Jeremy Schwartz about Currency Hedging
A PDF version of this commentary can be downloaded here. Market
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Micro-Correlation Storms
A brief review of micro-correlation storms in financial markets
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Will the Carry Trade Ride Again?
A PDF version of this commentary can be downloaded here. Special
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Value Stocks on Deck
A PDF version of this commentary can be downloaded here. Market
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Questioning Your Most Dangerous Assumptions: Does Rebalancing Add Value?
Does annual portfolio rebalancing actually add value over the long run? We analyze market returns over the last 50 years to find out.
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Are Valuation and Momentum at Odds?
A PDF version of this commentary can be downloaded here. Market
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Risk Budgeting (with Spreadsheet)
Risk budgeting is the process of allocating portfolio weights to target a specific risk profile. We have included a spreadsheet that simplifies this process
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Risk Attribution in a Portfolio
Return attribution in a portfolio is common, but risk attribution is less well-known. It is important to know both sources of return and risk.
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