yield Archives | Flirting with Models

Tag: yield (Page 1 of 2)

The Yield is Gravity

By Corey Hoffstein

On November 12, 2018

Yield remains the dominant force of returns over time for many fixed-income portfolios; price volatility and default risk are necessary to earn a premium.

Rising Interest Rates and Option Writing ETFs

By Nathan Faber

On February 3, 2015

Option writing ETFs can provide an alternative source of portfolio income. We investigate the sensitivity of these strategies to rising interest rates.

Put-Write ETFs as Alternative Income Options

By Nathan Faber

On January 6, 2015

Investors can seek high yields with put-write ETFs. In this post , we will dive deeper into the mechanics and risks of these strategies.

Buy-Write ETFs as Alternative Income Options

By Nathan Faber

On December 30, 2014

Investors can seek high yields with buy-write, or covered call, ETFs. In this post , we will dive deeper into the mechanics and risks of these strategies.

Understanding Convertible Bonds

By Nathan Faber

On October 28, 2014

Convertible bonds are income generating hybrid securities that can reap benefits of both stock and bonds during different market environments.

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.

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.