Flirting with Models

The Research Library of Newfound Research

Tag: style premia

No Pain, No Premium

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On February 4, 2019

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

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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While other asset managers focus on alpha, our first focus is on managing risk.

We know investors care deeply about protecting the capital they have worked hard to accumulate. And as investors approach and enter retirement, managing “sequence risk” becomes even more important.

Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies.  We were founded in August 2008 and are based out of Boston, MA.

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