Option-Based Trend Following
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary The convex payoff profile…
Straddles and Trend Following
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary The convex payoff profile…
One Hedge to Rule Them All
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary About two years ago,…
Diversification with Portable Beta
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary A long/flat tactical equity…
Fighting U.S. FOMO
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary U.S. equities have out-performed…
Re-specifying the Fama French 3-Factor Model
by Nathan Faber, Newfound Research This post is available as a PDF download here. The Fama French three-factor model…
