Flirting with Models

Research Library of Newfound Research | While other asset managers focus on alpha, our first focus is on managing risk.

Tag: whipsaw

When ingredients spoil

Prepared: Market Breakout or Breakdown?

How does rebalance speed affect the ability for a tactical strategists to react to changing markets and protect against significant market drawdowns?

The Cost of Insurance

Whipsaw in a tactical strategy can be likened to an insurance premium, which can be calculated by comparing to a similarly aimed option strategy.
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