Flirting with Models

The Research Library of Newfound Research

Tag: trend following (Page 1 of 8)

A L-U-V-Wy Recovery

We simulate different market paths to trace out V-, U-, W-, and L-shaped market recoveries. Given these paths, we test different trend following strategies.

One Hedge to Rule Them All

There is no perfect hedge for equity market drops. Rather finding a hedge that pays when you need it and costs little when you don't is the goal.

What the Trend

Why have simple trend models exhibited such significant dispersion in the recent market rout? We go back to basics to set expectations.

March 2020 Update

As markets digest the potential economic impact of COVID-19, we want to share some thoughts on market volatility and our tactical models.

Global Growth-Trend Timing

In this research note, we continue to evaluate the concept of growth-trend timing: utilizing country economic signals to time trend-following.

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