Quantitative Investing

Asset Allocation Insight Markets Outlook portfolio management Quantitative Investing

Tactical, But When?

by Corey Hoffstein, Newfound Research Summary­­ We’re often asked, “is now a good time to implement tactical strategies?” We believe there are better ...
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active investing ETFs Insight Markets Outlook passive investing Quantitative Investing US Stocks

Passive Carnage is Illogical

by David Goerz, Strategic Frontier Management September 2017 PASSIVE CARNAGE IS ILLOGICAL We observe increased discussion about passive trends in indexing, whether a ...
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Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy

A Gentle Guide to Global Tactical Asset Allocation

by Corey Hoffstein, Newfound Research Two questions we frequently receive are: “what is global tactical asset allocation?” and “what are style premia (factors)?” ...
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Insight Markets Outlook portfolio management Quantitative Investing Strategy

Interview with William Sharpe (Masters in Business)

Bloomberg View columnist Barry Ritholtz interviews William F. Sharpe, creator of the Capital Asset Pricing Model, the Sharpe Ratio, and other measures of ...
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ETFs Insight Markets Outlook portfolio management Quantitative Investing Quantitative Investing Strategy

Little Big Details

by Corey Hoffstein, Newfound Research This blog post is available as a PDF download here. Limited attention drives us to focus on the ...
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Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy

Virtue is its Own Reward: Or, One Man’s Ceiling is Another Man’s Floor

Virtue is its Own Reward: Or, One Man’s Ceiling is Another Man’s Floor by Clifford Asness, Ph. D. AQR Capital Management, Inc. Negative ...
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Asset Allocation ETFs Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy US Stocks

Can We Improve Sector Rotation?

Can We Improve Sector Rotation? by Corey Hoffstein, Newfound Research Momentum-based sector rotation is a popular investment strategy. Recent academic studies have shown ...
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Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy

Expectations with Tactical Equity

by Nathan Faber, Newfound Research This post is available as a PDF download here. Market expectations are a key input in the portfolio ...
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Adapative Asset Allocation Asset Allocation Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy

Interview with MIT's Andrew Lo (Masters in Business)

Interview with Andrew Lo (Masters in Business) Bloomberg View columnist Barry Ritholtz interviews Andrew Lo, director of the Laboratory for Financial Engineering and ...
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ETFs Insight Markets Outlook Quantitative Investing Quantitative Investing

Why Quants Don't Pick Stocks

by Corey Hoffstein, Newfound Research   This post is available as a PDF download here. Quant is a broad word with many job ...
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