Flirting with Models

The Research Library of Newfound Research

Tag: model design

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

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On April 16, 2018

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

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On March 11, 2014

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

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On November 26, 2012

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

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.

Model Portfolios
Free-to-subscribe, open-architecture strategic asset allocation models available in multiple risk profiles.

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

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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.

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