Flirting with Models

The Research Library of Newfound Research

Tag: factors (Page 2 of 5)

Separating Ingredients and Recipe in Factor Investing

Factor portfolio construction has two key elements: ingredients (the signals used to pick investments) and recipe (the rules used to translate those signals into allocations). While the ingredients often get the most focus, the recipe can have just as large of an impact on returns.

Value 2.0

Traditional value strategies may be fundamentally flawed in their construction. Value 2.0 indices fix some of these problems, but not all.

Factors & Financial Planning

Factors are often discussed as a means to potential enhance portfolio return; but how should factors be combined when portfolio goals are considered?

Navigating Municipal Bonds With Factors

While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.

Why quants don’t pick stocks

Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.
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