Flirting with Models

The Research Library of Newfound Research

Tag: allocations

Sleuthing Out Allocations

Backing out allocations of an investment strategy can be hard but assuming an average value can be riskier. Simplicity must be balanced with applicability.

Questioning your most dangerous assumptions: is your glide path too risky?

Glide paths are built from historical return assumptions: but do past returns from U.S. stocks paint too rosy a picture?

Being Strategic about Tactical Allocations II: Inlay v Overlay

Tactical allocation strategies often suffer from high turnover. Our inlay method runs between rebalance dates to reduce turnover at minimum tracking error.

New Research Paper: Being Strategic About Tactical Allocations

In our white paper, Being Strategic About Tactical Allocations, we discuss a method of balancing turnover and tactical allocation decisions.
You are about to leave and are being redirected to the website for Newfound Research Funds.