Flirting with Models

The Research Library of Newfound Research

Tag: alpha (Page 1 of 2)

The Raw Materials for Active Management

Explaining why active management performs a certain way in an environment is tough. Predicting this difference is even harder. Diversification is key.

Inferring the Statistics of Buffett’s Alpha

What investors should take away from Buffett’s alpha is that discipline was crucial for realizing the long-term outperformance.

Alternative Data: The Next Frontier of Quant?

Can quants take advantage of new, alternative data to find hidden sources of alpha? Or will signal remain lost in the noise?

Uncertain Alpha

Basing decisions solely on alphas can lead to disaster. Knowing the uncertainty and the model associated with alpha can help avoid costly errors.

Alpha’s measurement problem

Active investing often focuses on the pursuit of alpha, but estimating and measuring alpha based on historical returns may be a fool's errand.

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