Flirting with Models

The Research Library of Newfound Research

Tag: trend equity (Page 1 of 3)

The Speed Limit of Trend

Using simulation techniques, we aim to explore how different trend speed models behave for different drawdown sizes, durations, and volatility levels.

Introducing the Newfound Research U.S. Trend Equity Index

Introducing the Newfound Research U.S. Trend Equity Index, a specification-neutral benchmark for trend equity strategies.

Taxes and Trend Equity

Trend equity is often assumed to be tax inefficient, but it may be tax beneficial by realizing capital gains that reduce the risk of rising tax rates.

The Monsters of Investing: Fast and Slow Failure

Investors must navigate between the risks of failing fast and slow. Knowing which is most likely to prey on you can inform portfolio design.

Three Applications of Trend Equity

The pros and cons associated with three potential implementation ideas for trend equity: defensive equity, a tactical pivot, and a liquid alternative.

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