Flirting with Models

The Research Library of Newfound Research

Tag: benchmarking

How to Benchmark Trend-Following

Benchmarking a trend-following strategy is difficult. The tendency is to compare it to an equity strategy, but this often leads to disappointment. We explore a better benchmark that allows investors to accurately measure performance and set expectations.

Benchmarking, Behavioral Biases, and the March Madness Tournament Challenge Recap

Our 2018 March Madness challenge is all wrapped up! In this post, we highlight many of the same pitfalls with benchmarking and behavioral biases that we see in investing.

New White Paper: Benchmarking with Integrity

Our white paper, Benchmarking with Integrity, outlines a qualitative framework for accurately evaluating tactical allocation strategies.
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