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.…
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 quarter’s commentary, we: Provide an analysis of this quarter’s returns, both…
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…
Q4 2020 Commentary
by Corey Hoffstein, Newfound Research In this quarter’s commentary, we: Provide updates about the transition that took place…
Corey Hoffstein: "Risk cannot be destroyed, only transformed"
Q3 2020 Commentary by Corey Hoffstein, Newfound Research Clients & Friends – “We were wrong” is a phrase…
Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
by Corey Hoffstein, Newfound Research This paper is unlike any research we’ve shared in the past. Within we…
Get Comfortable with Being Uncomfortable, Part 1: Valuations
by Adam Butler, Resolve Asset Management This is the first of a three-part series we’re affectionately calling “How…
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…
Heads I Win, Tails I Hedge
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary For hedging strategies,…
Flirting with Models, Season 3
by Corey Hoffstein, Newfound Research We’ve officially begun releasing episodes of Season 3 of our podcast Flirting with…
Option-Based Trend Following
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary The convex payoff profile…
Tail Hedging
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary The March 2020…
Defensive Equity with Machine Learning
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary Defensive equity strategies…
Straddles and Trend Following
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary The convex payoff profile…
Tranching, Trend, and Mean Reversion
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary In past research…
