Flirting with Models

The Research Library of Newfound Research

Tag: benchmarking

How to Benchmark Trend-Following

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On May 14, 2018

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

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On April 16, 2018

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

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On October 10, 2013

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

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Long/flat equity trend-following strategies that seek to participate in equity market growth while reducing the impact of severe and prolonged market declines.

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Strategies that seek to benefit from enhanced diversification and capital efficiency through the select application of leverage.

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Broadly diversified mandates seeking to benefit from a wide range of return sources including both traditional market exposures and non-traditional style premia.

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Strategies seeking excess risk-adjusted returns through the systematic application of style premia across bond sectors.

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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.

We work exclusively with institutions and financial advisors.

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