Flirting with Models

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Tag: carry (Page 1 of 2)

Timing Bonds with Value, Momentum, and Carry

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On January 29, 2018

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.

A Gentle Guide to Global Tactical Asset Allocation

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On August 7, 2017

An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.

Duration Timing with Style Premia

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On June 26, 2017

Can value, momentum, carry, and an explicit measure of the bond risk premium be used as methods for timing duration in a fixed income portfolio?

Navigating Municipal Bonds With Factors

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On May 15, 2017

We build a systematic municipal bond portfolio. The portfolio uses four factors (low volatility, momentum, value, carry) across six municipal bond sectors.

Factor Investing in Multi-Asset Portfolios

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On May 1, 2017

Factor investing is not limited it equities; it is a multi-asset concept. We present a case study of how we seek factors in our own multi-asset portfolios.

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Founded in August 2008, Newfound Research is quantitative asset management firm based out of Boston, MA.

Investing at the intersection of quantitative and behavioral finance, Newfound Research is dedicated to helping investors achieve their long-term goals with research-driven, quantitatively-managed portfolios, while simultaneously acknowledging that the quality of the journey is just as important as the destination.

Newfound focuses on proprietary insights across both signal generation and portfolio construction and our research has been utilized to help drive investment decisions for in excess of $10 billion.



Tactical Asset Allocation: Opportunistically adapt and rotate portfolio exposures away from areas of perceived weakness.

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Founded in August 2008, Newfound Research is quantitative asset management firm based out of Boston, MA.

Investing at the intersection of quantitative and behavioral finance, Newfound Research is dedicated to helping investors achieve their long-term goals with research-driven, quantitatively-managed portfolios, while simultaneously acknowledging that the quality of the journey is just as important as the destination.

Newfound focuses on proprietary insights across both signal generation and portfolio construction and our research has been utilized to help drive investment decisions for in excess of $10 billion.

You can learn more about our asset management services here.

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