Flirting with Models

Research Library of Newfound Research

Tag: income (Page 1 of 2)

Accounting for Autocorrelation in Assessing Drawdown Risk

Volatility can predict drawdowns, but incorporating autocorrelation yields more accurate predictions in equities, low vol, income, and managed futures.

Is Your Multi-Asset Strategy Really Multi-Asset?

Most multi-asset strategies are very concentrated in a few risk factors. Seeking broad diversification requires diving deeper than the name of the strategy.

How to Not Ditch Your Investment Plan

Investing is one part skill and one part discipline. Setting proper expectations can improve discipline and help you not ditch your investment plan.

When can income be growth?

Rising Interest Rates and Option Writing ETFs

Option writing ETFs can provide an alternative source of portfolio income. We investigate the sensitivity of these strategies to rising interest rates.

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