Browsing Category
Quantitative Investing
33 posts
Passive Carnage is Illogical
by David Goerz, Strategic Frontier Management September 2017 PASSIVE CARNAGE IS ILLOGICAL We observe increased discussion about passive…
September 29, 2017
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…
August 14, 2017
Interview with William Sharpe (Masters in Business)
Bloomberg View columnist Barry Ritholtz interviews William F. Sharpe, creator of the Capital Asset Pricing Model, the Sharpe…
June 8, 2017
Little Big Details
by Corey Hoffstein, Newfound Research This blog post is available as a PDF download here. Limited attention drives…
May 30, 2017
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.…
May 22, 2017
Can We Improve Sector Rotation?
Can We Improve Sector Rotation? by Corey Hoffstein, Newfound Research Momentum-based sector rotation is a popular investment strategy.…
May 22, 2017
Expectations with Tactical Equity
by Nathan Faber, Newfound Research This post is available as a PDF download here. Market expectations are a…
May 10, 2017
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…
April 29, 2017
Why Quants Don't Pick Stocks
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Quant is a…
April 24, 2017
Did Declining Rates Actually Matter?
by Corey Hoffstein, Newfound Research This post is available as a PDF here. From 1981 to 2017, 10-year…
April 10, 2017
The Curious Case of the Missing Credit Premium
by Corey Hoffstein, Newfound Research Before we dive into this weekâs commentary, we want to extend a very…
April 3, 2017
Market Timing with Value
by Corey Hoffstein, Newfound Research Cliff Asness, Antti Ilmanen, and Thomas Maloney of AQR are out with a…
February 6, 2017
Should We Be Holding More Cash?
by Corey Hoffstein, Newfound Research This blog post is available for download as a PDF here. Modern portfolio…
January 30, 2017
Asset Allocation is Not for the Faint of Heart (Long Live Diversification)
by Adam Butler, Resolve Asset Management Iâm starting to feel like a rancourous curmudgeon, but I am frustrated by…
January 23, 2017
Factor Rotation: Possible, but Worth It?
by Corey Hoffstein, Newfound Research SummaryÂÂ With significant research into factor rotation in 2016, we expect to see…
December 19, 2016