Section
Quantitative Investing
121 posts
5 Risk-Balanced Asset Allocation with Alex Shahidi and Damien Bisserier, Evoke Advisors
Our guests are Alex Shahidi, and Damien Bisserier, both Managing Partners and Co-Chief Investment Officers at Evoke Advisors.…
April 28, 2021
Navigating Volatility: The Case for Tactical Alpha
In today's volatile markets, alternative investments are key for diversification, resilience, and returns, but they demand expertise to navigate. Ash Lawrence, Head of AGF Capital Partners and Scott Radke, CEO and Co-CIO of New Holland Capital discuss...
Q1 2021 Commentary
by Corey Hoffstein, Newfound Research In this quarterâs commentary, we: Provide an analysis of this quarterâs returns, both…
April 8, 2021
4 Concentrated Factor Investing with Wesley Gray, PhD, Alpha Architect
Watch on Youtube Listen to the episode In this episode, your very own Raise Your Average crew are…
April 6, 2021
Q4 2020 Commentary
by Corey Hoffstein, Newfound Research In this quarterâs commentary, we: Provide updates about the transition that took place…
January 8, 2021
Corey Hoffstein: "Risk cannot be destroyed, only transformed"
Q3 2020 Commentary by Corey Hoffstein, Newfound Research Clients & Friends â âWe were wrongâ is a phrase…
October 12, 2020
Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
by Corey Hoffstein, Newfound Research This paper is unlike any research weâve shared in the past. Within we…
September 11, 2020
Get Comfortable with Being Uncomfortable, Part 1: Valuations
by Adam Butler, Resolve Asset Management This is the first of a three-part series weâre affectionately calling âHow…
August 25, 2020
Rebalance Timing Luck: The (Dumb) Luck of Smart Beta
by Corey Hoffstein, Newfound Research We are proud to announce the release of our newest paper, Rebalance Timing…
August 14, 2020
Heads I Win, Tails I Hedge
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary For hedging strategies,…
July 6, 2020
Flirting with Models, Season 3
by Corey Hoffstein, Newfound Research Weâve officially begun releasing episodes of Season 3 of our podcast Flirting with…
July 1, 2020
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
Tail Hedging
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary The March 2020…
June 8, 2020
Defensive Equity with Machine Learning
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary Defensive equity strategies…
May 25, 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
Tranching, Trend, and Mean Reversion
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary In past research…
April 27, 2020