Flirting with Models

Research Library of Newfound Research

Tag: momentum (Page 1 of 8)

A Factor-Based Approach to Disruptor-Based Sectors

Sector disruptors are new products that can be hard to allocate to. The proven history of factors (momentum, etc.) can be a guide.

Momentum's Magic Number

The performance of momentum strategies appears to peak when the formation period plus the holding period sum to between 12 and 18 months.

Two Centuries of Momentum

As a systematized strategy, momentum sits upon nearly a quarter century of positive academic evidence and a century of successful empirical results.

The Diversification Dangers of DIY Tactical

While DIY Tactical ETF strategies became popular after 2008, we often see implementations that fail to adequately diversify. We outline three ways in which we see this manifest: a failure to diversify what, how, and when.

Timing Bonds with Value, Momentum, and Carry

With low current rates and higher durations, the stage may be set for systematic, factor-based approaches to timing bonds – like value, momentum, and carry – to add significant value to passive buy-and-hold.

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