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

By

On March 21, 2016

About Newfound

Founded in August 2008, Newfound Research is quantitative asset management firm based out of Boston, MA.

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.

Newfound focuses on proprietary insights across both signal generation and portfolio construction and our research has been utilized to help drive investment decisions for in excess of $10 billion.



Tactical Asset Allocation: Opportunistically adapt and rotate portfolio exposures away from areas of perceived weakness.

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Founded in August 2008, Newfound Research is quantitative asset management firm based out of Boston, MA.

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.

Newfound focuses on proprietary insights across both signal generation and portfolio construction and our research has been utilized to help drive investment decisions for in excess of $10 billion.

You can learn more about our asset management services here.

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