Flirting with Models

Research Library of Newfound Research

Tag: style premia

A Gentle Guide to Global Tactical Asset Allocation

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On August 7, 2017

An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.

Four Important Details in Tactical Asset Allocation

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On July 10, 2017

We outline four important considerations that we believe can have an outsized impact on tactical asset allocation performance if ignored.

Duration Timing with Style Premia

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On June 26, 2017

Can value, momentum, carry, and an explicit measure of the bond risk premium be used as methods for timing duration in a fixed income portfolio?

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Investing at the intersection of quantitative and behavioral finance, Newfound Research is dedicated to helping investors achieve their long-term goals with research-driven, quantitatively-managed portfolios, while simultaneously acknowledging that the quality of the journey is just as important as the destination.

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