Flirting with Models

The Research Library of Newfound Research

Tag: Backtest

March Madness for Investors

March Madness competitions with non-standard rules have many parallels to investing. Diversification, model development, backtesting, and evaluating assumptions all come into play.

Building better backtests

Building better backtests with more realistic execution assumptions.

The Importance of Benchmarking in Strategy Evaluation

Appropriately benchmarking a strategy allows us to evaluate it on an even playing field. All managers should be asked why they chose particular benchmarks.
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