Flirting with Models

The Research Library of Newfound Research

Tag: active risk

Trend Following Active Returns

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On September 23, 2019

In this research note, we ask whether trend-following techniques can be applied to the active returns of long-only style portfolios.

Thinking in Long/Short Portfolios

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On March 5, 2018

While few investors explicitly hold long/short portfolios, every active portfolio can be thought of as the benchmark plus a long/short representing the active bets. We use this framework to distinguish the quantity versus quality of active exposures.

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