Flirting with Models

Research Library of Newfound Research

Tag: momentum (Page 1 of 5)

All About Factors & Smart Beta

A long-form presentation in which we explore factors (i.e. "smart beta"), covering both the basics of what they and more advanced topics of implementation.

Sector Rotation and the Momentum Factor

In this commentary we explore the connection between sector rotation and the momentum factor and ask whether sector rotation is meaningfully different.

Visualizing the Anxiety of Active Strategies

We visualize the anxiety caused by relative performance of several popular factor tilts in comparison to standard market benchmarks.

Factor Rotation: Possible, but Worth It?

Can factor rotation strategies time the ebb and flow of factor returns to create excess return and avoid drag? If they can, is it worth it?

Momentum: Letting the Cheap Get Cheaper?

Can first-order effects of a momentum strategy help serve as a hedge to the potential sharpe repricing risks that occur in expensive market environments?

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