Flirting with Models

The Research Library of Newfound Research

Tag: factor timing

Should I Stay or Should I Growth Now?

Value's recent under-performance has many managers saying that the style looks cheap. We explore the value-of-value through the lens of multiple metrics.

The Limit of Factor Timing

Factor timing doesn't require extreme accuracy, but finiding a model that has that accuracy may be difficult. Diversifying is often the best approach.

Style Surfing the Business Cycle

In this commentary, we ask whether a business-cycle-based approach to factor timing can be an effective way to govern style exposures.