Tag: risk-adjusted momentum
Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?
While other asset managers focus on alpha, our first focus is on managing risk.
We know investors care deeply about protecting the capital they have worked hard to accumulate. And as investors approach and enter retirement, managing “sequence risk” becomes even more important.
Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies. We were founded in August 2008 and are based out of Boston, MA.
We work exclusively with institutions and financial advisors.
Risk-Adjusted Momentum: A Momentum and Low-Volatility Barbell?
By Corey Hoffstein
On October 21, 2019