Flirting with Models

Research Library of Newfound Research

Tag: trend

A Carry-Trend-Hedge Approach to Duration Timing

In this research note we discuss three simple signals – term spread, momentum, and prior equity returns – for timing exposure to 10-year U.S. Treasuries.

A Gentle Guide to Global Tactical Asset Allocation

An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.

Factor Investing in Multi-Asset Portfolios

Factor investing is not limited it equities; it is a multi-asset concept. We present a case study of how we seek factors in our own multi-asset portfolios.
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