Tag: factor rotation
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?
While other asset managers focus on alpha, our first focus is on managing risk.
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.
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.
Macro and Momentum Factor Rotation
By Yuling "Ivey" Zhang
On September 30, 2019