Section
Quantitative Investing
121 posts
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…
Re-specifying the Fama French 3-Factor Model
by Nathan Faber, Newfound Research This post is available as a PDF download here. The Fama French three-factor model…
A Conversation on Rebalance Timing Luck
by Corey Hoffstein, Newfound Research My guest today is … me. But rather than interview myself, my co-portfolio…
November 2019 Digest
by Corey Hoffstein, Newfound Research 1. Global Growth-Trend Timing (Link) The Big QuestionCan economic signals be used to…
Silver Bullet or Pandora’s "Black" Box?
by Rodrigo Gordillo, Adam Butler, Andrew Butler, Resolve Asset Management In this episode Adam Butler and Rodrigo Gordillo…
Time to get comfortable being uncomfortable
Rodrigo Gordillo and Mike Philbrick, quantitative investing authorities and co-founders of Resolve Asset Management contend that it’s time…
Hedge Funds Search for Their Real Killers
by Clifford Asness, Ph. D. AQR Capital Management, Inc. After many years (decades) of being one of the…
But What About October?
by Clifford Asness, Ph. D. AQR Capital Management, Inc. This year of pain in liquid alts has continued.1…
Factor Investing Explicitly Tries to Look Lousy on Active Share
by Clifford Asness, Ph. D. AQR Capital Management, Inc. There has already been much ink, and maybe even…
2016 Was Not a Particularly Volatile Year
Maybe it’s just me but a lot of end-of-year commentary about financial markets in 2016, implicitly and sometimes…
2016 Beyond Equities: Still Boring
by Clifford Asness, Ph. D. AQR Capital Management, Inc. Source: AQR and Bloomberg. Nothing looks quite as dead-on…
Som Seif: What is Alternative Investing?
Recently we chatted with Som Seif, President and CEO, Purpose Investments, and in that conversation, instead of talking…
