2020 Q1 Investor Letter
by Corey Hoffstein, Newfound Research Clients & Friends – The first two thirds of the quarter were uneventful. …
A L-U-V-Wy Recovery
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary There has been…
What the Trend
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary In this research…
How I Invest
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary This week afforded…
March 2020 Update
by Corey Hoffstein, Newfound Research To our clients – Let me begin by first saying that I am…
Why Trend Models Diverge
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary During the week…
Ensembles and Rebalancing
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary While rebalancing studies…
Payoff Diversification
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary We adopt a…
Can Managed Futures Offset Equity Losses?
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary Managed futures strategies…
Should I Stay or Should I Growth Now?
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary Naïve value factor…
Newfound Research's 2019 Investor Letter
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Dear Investor, In…
Pursuing Factor Purity
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Factors play an important…
2019 Research Compendium
by Corey Hoffstein, Newfound Research In 2019, we published 45 research notes (not including video + audio commentary),…
Timing Trend Model Specification with Momentum
by Corey Hoffstein, Newfound Research A PDF version of this post is available here. Over the last several…
A Conversation on Rebalance Timing Luck
by Corey Hoffstein, Newfound Research My guest today is … me. But rather than interview myself, my co-portfolio…
