Flirting with Models

The Research Library of Newfound Research

Tag: market timing

The Raw Materials for Active Management

Explaining why active management performs a certain way in an environment is tough. Predicting this difference is even harder. Diversification is key.

Do Factors Market Time?

Traditional academic equity factors exhibit time-varying beta exposure. Does this varying exposure imply returns from "market timing"?

Market Timing with Value

Is it possible to perform market timing with value indicators? We explore a recently published AQR paper on the subject and highlight the salient points.

Rising Correlations and Tactical Asset Allocation

Tactical asset allocation can potentially add the most value when correlations between asset classes in the universe are high.

Is trend following market timing?

Are trend following investors really just market timers? Or is there a difference between using momentum to track trends and predicting tops and bottoms?

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