Flirting with Models

🧪 Research Library of Newfound Research

Tag: model design

Benchmarking, Behavioral Biases, and the March Madness Tournament Challenge Recap

Our 2018 March Madness challenge is all wrapped up! In this post, we highlight many of the same pitfalls with benchmarking and behavioral biases that we see in investing.

Simple by Design

Simple by design is a philosophy of removing extra parts that make models more complicated. What you lose in explanatory power, you gain in robustness.

Weather, Earthquakes, Frankenstorms and Portfolio Risk Management

Portfolio risk management is more akin to forecasting earthquakes than predicting weather. Our models aim to generate robust early warnings for tail events.
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