trend following Archives | Flirting with Models

Tag: trend following (Page 1 of 8)

Option-Based Trend Following

By Nathan Faber

On June 23, 2020

Option strategies can be used to isolate and quantify the cost of whipsaw in trend following strategies, which can help set expectations on whipsaw.

Straddles and Trend Following

By Nathan Faber

On May 11, 2020

A strategy with straddles can be similar to a trend followings strategy and it can highlight the trade off between insurance premiums and deductibles.

A L-U-V-Wy Recovery

By Corey Hoffstein

On April 6, 2020

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

By Nathan Faber

On March 30, 2020

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

By Corey Hoffstein

On March 23, 2020

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

Systematic Tactical Allocation Strategies

Trend Equity
Long/flat equity trend-following strategies that seek to participate in equity market growth while reducing the impact of severe and prolonged market declines.

Portable Beta
Strategies that seek to benefit from enhanced diversification and capital efficiency through the select application of leverage.

Multi-Asset
Broadly diversified mandates seeking to benefit from a wide range of return sources including both traditional market exposures and non-traditional style premia.

Fixed Income
Strategies seeking excess risk-adjusted returns through the systematic application of style premia across bond sectors.

Model Portfolios
Free-to-subscribe, open-architecture strategic asset allocation models available in multiple risk profiles.

Custom Index Solutions
Custom-tailored investment solutions that are built with and powered by our research and insights

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.

We work exclusively with institutions and financial advisors.

Firm and investment overview brochure →

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.