Flirting with Models

Research Library of Newfound Research | While other asset managers focus on alpha, our first focus is on managing risk.

Tag: risk premia

No Pain, No Premium

We explore the risk-based framework that gives risk to our philosophy of "no pain, no premium" and its implications for diversification.

Why quants don’t pick stocks

Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.

The three oenophiles

Innovation in Access: Market Neutral ETFs

Market neutral ETFs are yet another tool in the outcome-oriented portfolio construction toolbox. ETF innovation knows no bounds.
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