Flirting with Models

The Research Library of Newfound Research

Tag: Crisis Alpha

Can Managed Futures Offset Equity Losses?

Managed futures strategies have historically provided meaningful positive returns during left-tail equity events, but will the strategy work next time?

Crisis Alpha: A Simple ETF Approach

Volatility-based exchanged-traded products can be combined in a systematic way to capture crisis alpha during market crashes.

The Search for Crisis Alpha: Weathering the Storm Using Relative Momentum

2nd place paper in the 2015 NAAIM Wagner Award competition exploring the use of relative momentum on U.S. Treasury investments to increase crisis alpha

Newfound Takes 2nd & 3rd in 2015 NAAIM Wagner Award Competition

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