Flirting with Models

Research Library of Newfound Research

Tag: robustness

When Simplicity Met Fragility

Simplicity can be surprisingly robust, but too much simplicity can be surprisingly fragile. We explore the limits of simplicity in trend equity strategies.

Prepared: Market Breakout or Breakdown?

How does rebalance speed affect the ability for a tactical strategists to react to changing markets and protect against significant market drawdowns?
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