Flirting with Models

The Research Library of Newfound Research

Tag: fixed income (Page 1 of 4)

Video Digest: Mean Reversion and Bond ETF Returns

A video digest of our most recent weekly research commentary on the evidence of mean reversion in returns for fixed income.

Mean Reversion and Bond ETF Returns

The fixed coupon and maturity of bonds act live gravity, causing mean reversion in returns. Short-term underperformance might suggest a positive forecast.

Navigating Municipal Bonds With Factors

We build a systematic municipal bond portfolio. The portfolio uses four factors (low volatility, momentum, value, carry) across six municipal bond sectors.

Should we celebrate rising rates?

Are rising rates something to fear or something to celebrate? In this post we explore the opportunities hidden in a rising rate environment.

Diversification opportunities in fixed income

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