Flirting with Models

The Research Library of Newfound Research

Tag: smart beta

The Dumb (Timing) Luck of Smart Beta

In this research note we explore how performance for smart beta portfolios has been impacted by rebalance timing luck over the last two decades.

Navigating Municipal Bonds With Factors

While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.

What are Growth and Value?

Growth and value have intuitive definitions but can be quantified in many ways. A diversified approach can lead to more consistent performance over time