Section
Quantitative Investing
40 posts
Why Quants Don't Pick Stocks
by Corey Hoffstein, Newfound Research This post is available as a PDF download here. Quant is a…
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...
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…
Market Timing with Value
by Corey Hoffstein, Newfound Research Cliff Asness, Antti Ilmanen, and Thomas Maloney of AQR are out with a…
Should We Be Holding More Cash?
by Corey Hoffstein, Newfound Research This blog post is available for download as a PDF here. Modern portfolio…
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…
Factor Rotation: Possible, but Worth It?
by Corey Hoffstein, Newfound Research Summary With significant research into factor rotation in 2016, we expect to see…
Factor Shift: What ISN’T Working Anymore
by Jennifer Thomson, Gavekal Capital Regular readers are aware of our research showing that the Knowledge Effect is really…
Passive Negligence
by Michael Lebowitz, CFA, 720 Global Research The stock market is an essential cornerstone of capitalism, not a…
Is That Leverage in My Multi-Factor ETF?
Is That Leverage in My Multi-Factor ETF? by Corey Hoffstein, Newfound Research This blog post is available as…
