Flirting with Models

Research Library of Newfound Research

Tag: momentum (Page 1 of 5)

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?

Risk Managing Risk Management

Developing a robust risk management sleeve requires a thorough consideration of risk management capabilities and costs for each strategy.

Multi-Factor: Mix or Integrate?

Which approach to building a multi-factor portfolio is best: mixed or integrated? The time-varying nature of factor premiums may be the key determinant.

When ingredients spoil

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