Flirting with Models

The Research Library of Newfound Research

Tag: alternatives

Measuring the Benefit of Diversification

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On November 5, 2018

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

Our Conversation with Eric Ervin

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On July 25, 2018

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

Accounting for Autocorrelation in Assessing Drawdown Risk

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On August 21, 2017

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

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While other asset managers focus on alpha, our first focus is on managing risk.

We know investors care deeply about protecting the capital they have worked hard to accumulate. And as investors approach and enter retirement, managing “sequence risk” becomes even more important.

Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies.  We were founded in August 2008 and are based out of Boston, MA.

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