Flirting with Models

The Research Library of Newfound Research

Tag: fixed income (Page 1 of 4)

Domestic Fixed Income Factor Implementations

We apply momentum, value, and carry signals to the domestic fixed income universe and offer a method of applying these signals in long-only portfolios.

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

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

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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