Nathan Faber
6 posts
Option-Based Trend Following
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary The convex payoff profile…
June 23, 2020
Straddles and Trend Following
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary The convex payoff profile…
May 11, 2020
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,…
March 30, 2020
Diversification with Portable Beta
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary A long/flat tactical equity…
February 18, 2020
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…
January 27, 2020
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…
December 16, 2019