Flirting with Models

The Research Library of Newfound Research

Tag: country rotation

Disproving a Signal

Last week we introduced a signal for country rotation. This week, we walk through the steps taken to explore the robustness of the signal.

Country Rotation with Growth/Value Sentiment

We identify a signal for country rotation (the prior return of growth minus value) that appears distinct from value and momentum signals.

Factor Investing & The Bets You Didn’t Mean to Make

Factor-based investment strategies seek to manage risk with diversification; completely unconstrained, however, they can be overwhelmed by unintended bets.

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