Section
Quantitative Investing
121 posts
Add More Fama to Your Portfolio
Add More Fama to Your Portfolio by Clifford Asness, Ph. D. AQR Capital Management, Inc. This entry is…
Little Things Mean a Lot
Little Things Mean a Lot by Clifford Asness, Ph. D. AQR Capital Management, Inc. My colleagues have produced…
A Gentle Guide to Global Tactical Asset Allocation
by Corey Hoffstein, Newfound Research Two questions we frequently receive are: âwhat is global tactical asset allocation?â and…
Lessons Learned 10 Years Out From Financial Crisis
Aug.02 -- Matthew Rothman, head of global quantitative equity research at Credit Suisse, examines what has changed in…
Dynamic Asset Allocation for Practitioners, Part 1: Universe Selection
by the Resolve Team, Resolve Asset Management In 2012 we published a whitepaper entitled âAdaptive Asset Allocation: A…
Little Big Details
by Corey Hoffstein, Newfound Research This blog post is available as a PDF download here. Limited attention drives…
Virtue is its Own Reward: Or, One Manâs Ceiling is Another Manâs Floor
Virtue is its Own Reward: Or, One Manâs Ceiling is Another Manâs Floor by Clifford Asness, Ph. D.…
Can We Improve Sector Rotation?
Can We Improve Sector Rotation? by Corey Hoffstein, Newfound Research Momentum-based sector rotation is a popular investment strategy.…
Get Comfortable with Being Uncomfortable, Part 2: Maximum Diversification
by Adam Butler, CEO Resolve Asset Management This is the second of a three-part series weâre affectionately calling…
Expectations with Tactical Equity
by Nathan Faber, Newfound Research This post is available as a PDF download here. Market expectations are a…
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…
Interview with MIT's Andrew Lo (Masters in Business)
Interview with Andrew Lo (Masters in Business) Bloomberg View columnist Barry Ritholtz interviews Andrew Lo, director of the…
Why Quants Don't Pick Stocks
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Quant is a…
Lies, Damned Lies, and Data Mining
Lies, Damned Lies, and Data Mining by Clifford Asness, Ph. D. AQR Capital Management, Inc. We are the…
A Simulation-Based Rebuttal to Research Affiliates
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Research Affiliates published a…
