Section
Quantitative Investing
121 posts
“Well, you… No, you gotta do more than that.”
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary Since 2009, any…
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...
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…
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,…
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…
Domestic Fixed Income Factor Implementations
by Steven Braun, Newfound Research This post is available as a PDF download here Summary Prior academic and…
Ensembles and Rebalancing
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Summary While rebalancing studies…
Diversification with Portable Beta
by Nathan Faber, Newfound Research This post is available as a PDF download here. Summary A long/flat tactical equity…
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…
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…
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…
