Flirting with Models

The Research Library of Newfound Research

Tag: S&P 500

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Why You Should Hope for a Bear Market

Expected equity returns are depressed due to high valuations.  A significant bear market would move expected returns closer to historical norms. 

Building better backtests

Building better backtests with more realistic execution assumptions.

Putting Current Volatility Into Perspective

Putting the current S&P 500 downside volatility into perspective.

2 Ways to Lower Portfolio Drawdown

Portfolio drawdown can be reduced by allocating to strategies with lower drawdown, but low drawdown strategies are not the only way to manage downside risk.
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