Flirting with Models

Research Library of Newfound Research

Tag: carry (Page 1 of 2)

Timing Bonds with Value, Momentum, and Carry

By

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

By

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

By

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

By

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

By

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.

Page 1 of 2

Next →

About Newfound

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.

So while most firms focus on alpha, our first focus is on risk.

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.





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

Search

Recent Posts

About Us

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.

So while most firms focus on alpha, our first focus is on risk.

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.

Firm and investment overview brochure →

Additional Links

Subscribe to our Research

Enter your email address to subscribe to our research and receive notifications of new posts by email.

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.