Flirting with Models

The Research Library of Newfound Research

Tag: alternatives

Measuring the Benefit of Diversification

A systematic approach for evaluating diversification leads to actionable, unbiased results based on a portfolio's objectives.

Our Conversation with Eric Ervin

The thoughts and commentary of the team at Newfound on our podcast conversation with Eric Ervin.

Accounting for Autocorrelation in Assessing Drawdown Risk

Volatility can predict drawdowns, but incorporating autocorrelation yields more accurate predictions in equities, low vol, income, and managed futures.
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