Section
Quantitative Investing
121 posts
Did Declining Rates Actually Matter?
by Corey Hoffstein, Newfound Research This post is available as a PDF here. From 1981 to 2017, 10-year…
The Curious Case of the Missing Credit Premium
by Corey Hoffstein, Newfound Research Before we dive into this week’s commentary, we want to extend a very…
Cliff's Perspective
Cliff's Perspective by Clifford Asness, Ph. D. AQR Capital Management, Inc. I have some firm opinions, but I…
Are Factor Portfolios Better Diversified Than Not?
by Corey Hoffstein, Newfound Research This post is available as a PDF here. The debate rages on over…
What's the Difference Between Sector Rotation and Momentum Factor?
by Corey Hoffstein, Newfound Research This blog post is available to download as a PDF here. Sector rotation…
Missing Both the Best AND Worst Periods Improves Performance
by Adam Butler, Resolve Asset ManagementThe buy-and-hold crowd, including many mutual fund companies and a large cross-section of…
Cliff Asness: Betting Against Correlation
Cliff Asness: Betting Against Correlation by Clifford Asness, Ph. D. AQR Capital Management, Inc. Our latest paper Betting…
Asset Allocation is Not for the Faint of Heart (Long Live Diversification)
by Adam Butler, Resolve Asset Management I’m starting to feel like a rancourous curmudgeon, but I am frustrated by…
Caveat Investor?
Caveat Investor? The “Fiduciary Rule” and Unintended Consequences by Clifford Asness, Ph. D. AQR Capital Management, Inc. The…
Diversification: When 1 + 1 < 2?
by Corey Hoffstein, Newfound Research Equity and bond valuations remain elevated. More importantly, joint valuation remains elevated in…
Factor Rotation: Possible, but Worth It?
by Corey Hoffstein, Newfound Research Summary With significant research into factor rotation in 2016, we expect to see…
Hedge Funds Search for Their Real Killers
Hedge Funds Search for Their Real Killers by Clifford Asness, Ph. D. AQR Capital Management, Inc. There has…
Momentum: Letting the Cheap Get Cheaper?
by Corey Hoffstein, Newfound Research This blog post is available as a PDF here. As an investment strategy,…
Is My Diversified Commodity Index Just Oil?
by Nathan Faber, Newfound Research The benefit of including commodities in individual investor portfolios is often up…
Capital Efficiency in Multi-factor Portfolios
by Corey Hoffstein, Newfound Research This blog post is available as a PDF below. The debate for the…
