Flirting with Models

Research Library of Newfound Research

Tag: factor investing

Navigating Municipal Bonds With Factors

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

Factor Rotation: Possible, but Worth It?

Can factor rotation strategies time the ebb and flow of factor returns to create excess return and avoid drag? If they can, is it worth it?

Slides from Investing in Smart Beta Conference

Talking Smart Beta with Global X

Harvesting the Size Factor Premium

The size factor risk-premium has been elusive in recent history. Focusing on alternative methods of harvesting it may benefit investors in the long run.
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