Flirting with Models

Research Library of Newfound Research

Tag: momentum (Page 1 of 8)

A Carry-Trend-Hedge Approach to Duration Timing

In this research note we discuss three simple signals – term spread, momentum, and prior equity returns – for timing exposure to 10-year U.S. Treasuries.

Video Digest: A Factor-Based Approach to Disruptor-Based Sectors

A video digest of our most recent weekly research commentary on using factors to allocate to new products like sector disruptor ETFs.

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.

Page 1 of 8

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.