Flirting with Models

The Research Library of Newfound Research

Tag: moving average

Why Trend Models Diverge

We demonstrate that many common trend models are mathematically linked, but show how their differences can lead to meaningfully different signals.

Diversifying the What, How, and When of Trend Following

Naïve and simple long/flat trend following approaches have demonstrated considerable consistency and success in U.S. equities. We explore how investors can think about introducing greater diversification across the three axes of what, how, and when in effort to build a more robust tactical solution.

Protect & Participate: Managing Drawdowns with Trend Following

For investors looking to diversify how they manage risk, we believe the trend following represents a high transparent, and historically effective, alternative.