Flirting with Models

Research Library of Newfound Research

Tag: factor

Diversification in Multi-Factor Portfolios

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On March 20, 2017

We explore new evidence about interaction effects in composite-based multi-factor portfolios and look into FTSE Russell's Tilt-Tilt integrated approach.

Capital Efficiency in Multi-factor Portfolios

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On October 17, 2016

Are integrated multi-factor portfolios more capital efficient than their mixed peers? In this blog post, we prove this statement for some broad assumptions.

Is That Leverage in My Multi-Factor ETF?

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On October 10, 2016

The debate rages on between the best way to build a multi-factor portfolio: mixed or integrated? Are integrated portfolios are more capital efficient?

Beware bad multi-factor products

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On March 21, 2016

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Investing at the intersection of quantitative and behavioral finance, Newfound Research is dedicated to helping investors achieve their long-term goals with research-driven, quantitatively-managed portfolios, while simultaneously acknowledging that the quality of the journey is just as important as the destination.

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Investing at the intersection of quantitative and behavioral finance, Newfound Research is dedicated to helping investors achieve their long-term goals with research-driven, quantitatively-managed portfolios, while simultaneously acknowledging that the quality of the journey is just as important as the destination.

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