Newfound Research

Newfound Research

Portfolios in Wonderland & The Weird Portfolio

Insight Markets Outlook
by Corey Hoffstein, Newfound Research The current outlook for stocks, bonds, and traditionally allocated portfolios is near all-time historical low levels. Even though short-term performance may vary, investors ...
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Little Big Details

ETFs Insight Markets Outlook portfolio management Quantitative Investing Quantitative Investing Strategy
by Corey Hoffstein, Newfound Research This blog post is available as a PDF download here. Limited attention drives us to focus on the big details of investment strategies. ...
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Can We Improve Sector Rotation?

Asset Allocation ETFs Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy US Stocks
Can We Improve Sector Rotation? by Corey Hoffstein, Newfound Research Momentum-based sector rotation is a popular investment strategy. Recent academic studies have shown that alternative implementations of standard ...
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Expectations with Tactical Equity

Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy
by Nathan Faber, Newfound Research This post is available as a PDF download here. Market expectations are a key input in the portfolio construction process. These expectations can ...
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Why Quants Don't Pick Stocks

ETFs Insight Markets Outlook Quantitative Investing Quantitative Investing
by Corey Hoffstein, Newfound Research   This post is available as a PDF download here. Quant is a broad word with many job descriptions in finance. In asset ...
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A Simulation-Based Rebuttal to Research Affiliates

ETFs Insight Markets Outlook portfolio management Quantitative Investing Strategy
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Research Affiliates published a new piece of research exploring mutual fund returns over the ...
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Did Declining Rates Actually Matter?

ETFs Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy
by Corey Hoffstein, Newfound Research This post is available as a PDF here. From 1981 to 2017, 10-year U.S. Treasury rates declined from north of 15% to below ...
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The Curious Case of the Missing Credit Premium

ETFs Insight Markets Outlook portfolio management Quantitative Investing Quantitative Investing
by Corey Hoffstein, Newfound Research Before we dive into this week’s commentary, we want to extend a very heartfelt thank you to everyone who nominated us for ETF.com’s ...
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All About Factors & Smart Beta

ETFs Factors Insight Markets Outlook
by Corey Hoffstein, Newfound Research Summary This week's commentary is a long-form presentation all about factor investing and smart beta.  We cover four topics. In the first section, ...
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Are Factor Portfolios Better Diversified Than Not?

ETFs Factors Insight Markets Outlook Quantitative Investing Risk Management risk parity
by Corey Hoffstein, Newfound Research This post is available as a PDF here. The debate rages on over the application of valuation in factor-timing methods. Regardless, diversification remains ...
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