Tag: volatility
In this commentary we explore the application of several quantitative signals (momentum, value, carry, reversal) to a broad set of fixed income exposures.
Search
Recent Posts
-
Index Funds Reimagined?
May 19, 2023
-
Portfolio Tilts versus Overlays: It’s Long/Short Portfolios All the Way Down
April 12, 2023
-
What Is Managed Futures?
February 2, 2023
-
The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck
January 24, 2023
-
Return Stacking in an Inverted Yield Curve Environment
January 18, 2023
Archives
- May 2023 (1)
- April 2023 (1)
- February 2023 (1)
- January 2023 (2)
- September 2020 (1)
- August 2020 (1)
- July 2020 (1)
- June 2020 (2)
- May 2020 (2)
- April 2020 (1)
- March 2020 (2)
- February 2020 (4)
- January 2020 (2)
- December 2019 (2)
- November 2019 (4)
- October 2019 (4)
- September 2019 (2)
- August 2019 (4)
- July 2019 (5)
- June 2019 (2)
- May 2019 (1)
- April 2019 (4)
- March 2019 (4)
- February 2019 (4)
- January 2019 (4)
- December 2018 (2)
- November 2018 (1)
- October 2018 (3)
- September 2018 (3)
- August 2018 (2)
- July 2018 (4)
- June 2018 (1)
- May 2018 (2)
- April 2018 (4)
- March 2018 (4)
- February 2018 (1)
- January 2018 (4)
- December 2017 (1)
- November 2017 (2)
- October 2017 (1)
- September 2017 (3)
- August 2017 (1)
- July 2017 (3)
- June 2017 (1)
- May 2017 (1)
- April 2017 (1)
- March 2017 (1)
- February 2017 (2)
- October 2016 (2)
- July 2016 (1)
- June 2016 (1)
- May 2016 (2)
- April 2016 (1)
- March 2016 (1)
- February 2016 (1)
- August 2013 (1)
- February 2013 (1)
You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.
Quantifying Timing Luck
By Corey Hoffstein
On January 22, 2018