Flirting with Models

The Research Library of Newfound Research

Tag: yield curve

Yield Curve Trades with Trend and Momentum

We build stylized portfolios to capture Level, Slope, and Curvature changes in the yield curve and then apply trend and momentum signals to the portfolios.

Time to reconsider alternatives?

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