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Quantitative Investing
117 posts
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
âWell, you⌠No, you gotta do more than that.â
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary Since 2009, any…
April 20, 2020
2020 Q1 Investor Letter
by Corey Hoffstein, Newfound Research ÂClients & Friends â The first two thirds of the quarter were uneventful. …
April 8, 2020
A L-U-V-Wy Recovery
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary There has been…
April 6, 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