Flirting with Models

The Research Library of Newfound Research

Tag: bond timing

Tactical Credit

We find that short-term momentum signals generate statistically significant annualized excess returns for a tactical credit strategy.

Timing Bonds with Value, Momentum, and Carry

With low current rates and higher durations, the stage may be set for systematic, factor-based approaches to timing bonds – like value, momentum, and carry – to add significant value to passive buy-and-hold.

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