Flirting with Models

The Research Library of Newfound Research

Tag: fragility

What do portfolios and teacups have in common?

By

On December 17, 2018

Volatility is one way to manage risk. How sensitive a portfolio is to small changes in inputs – a measure of its fragility – is another important measure.

Video Digest: When Simplicity Met Fragility

By

On November 2, 2018

A video digest of our most recent weekly research commentary on the balancing act between robustness and fragility created by simplicity.

When Simplicity Met Fragility

By

On October 29, 2018

Simplicity can be surprisingly robust, but too much simplicity can be surprisingly fragile. We explore the limits of simplicity in trend equity strategies.

Our Strategies

Systematic Tactical Allocation Strategies

Trend Equity
Long/flat equity trend-following strategies that seek to participate in equity market growth while reducing the impact of severe and prolonged market declines.

Portable Beta
Strategies that seek to benefit from enhanced diversification and capital efficiency through the select application of leverage.

Multi-Asset
Broadly diversified mandates seeking to benefit from a wide range of return sources including both traditional market exposures and non-traditional style premia.

Fixed Income
Strategies seeking excess risk-adjusted returns through the systematic application of style premia across bond sectors.

Custom Index Solutions
Custom-tailored investment solutions that are built with and powered by our research and insights

Search

Recent Posts

About Us

While other asset managers focus on alpha, our first focus is on managing risk.

We know investors care deeply about protecting the capital they have worked hard to accumulate. And as investors approach and enter retirement, managing “sequence risk” becomes even more important.

Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies.  We were founded in August 2008 and are based out of Boston, MA.

We work exclusively with institutions and financial advisors.

Firm and investment overview brochure →

Additional Links

Subscribe to our Research Commentary

* indicates required

Please select all the ways you would like to hear from Newfound Research LLC:

You can unsubscribe at any time by clicking the link in the footer of our emails. For information about our privacy practices, please visit our website.

We use Mailchimp as our marketing platform. By clicking below to subscribe, you acknowledge that your information will be transferred to Mailchimp for processing. Learn more about Mailchimp's privacy practices here.

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.