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?

About Newfound

Founded in August 2008, Newfound Research is quantitative asset management firm based out of Boston, MA.

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.

Newfound focuses on proprietary insights across both signal generation and portfolio construction and our research has been utilized to help drive investment decisions for in excess of $10 billion.



Tactical Asset Allocation: Opportunistically adapt and rotate portfolio exposures away from areas of perceived weakness.

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Founded in August 2008, Newfound Research is quantitative asset management firm based out of Boston, MA.

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.

Newfound focuses on proprietary insights across both signal generation and portfolio construction and our research has been utilized to help drive investment decisions for in excess of $10 billion.

You can learn more about our asset management services here.

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