Flirting with Models

The Research Library of Newfound Research

Tag: rebalance

High Capital Gains, Low Expected Returns: A Frustrating Combination

Framework for considering the trade-offs between paying capital gains taxes and rebalancing to an optimal portfolio given current market outlook.

Timing Misfortune Strikes Again: 2013 Ivy10 Portfolio Performance

Timing luck often has a much greater influence on strategies than meets the eye. A simple test can be used to attribute good, or bad, performance to timing

Being Strategic about Tactical Allocations II: Inlay v Overlay

Tactical allocation strategies often suffer from high turnover. Our inlay method runs between rebalance dates to reduce turnover at minimum tracking error.

New Research Paper: Being Strategic About Tactical Allocations

In our white paper, Being Strategic About Tactical Allocations, we discuss a method of balancing turnover and tactical allocation decisions.

The Luck of the Rebalance Timing

Rebalance timing is often taken for granted, but it can have a large impact on results. It may be the difference between hired and fired.
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