Flirting with Models

The Research Library of Newfound Research

Tag: moving average

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.

Building better backtests

Building better backtests with more realistic execution assumptions.

Momentum vs Moving Averages

Explore the history of trend-following, moving averages, and time-series momentum.
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