Flirting with Models

The Research Library of Newfound Research

Tag: risk-adjusted momentum

Risk-Adjusted Momentum: A Momentum and Low-Volatility Barbell?

We explore whether risk-adjusting momentum scores introduces a meaningful and structural tilt towards low-volatility equities.

Can We Improve Sector Rotation?

Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?
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