Browsing Tag
Newfound Research
78 posts
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…
Managing Active Risk
by Corey Hoffstein, Newfound Research Position sizing is often the result of portfolio construction and is therefore largely…
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…
Should we celebrate rising rates?
by Corey Hoffstein, Newfound Research With 10-year rates jumping over 40bp in November, investors are beginning to talk…
Outperforming by Underperforming
by Justin Sibears, Newfound Research Summary If you want long-term outperformance, you must be able to stomach short-term…
Is This 100-year Old Indicator Suggesting Market Strength?
by LPL Research The Dow Jones Industrial Average (Dow) gained for the sixth consecutive day yesterday and closed…
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…
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…
High Yield Bond ETFs: Liquidity Time Bombs?
by Corey Hoffstein, Newfound Research This blog post is available as a PDF here. Many articles expounding upon…
Low Volatility is Not Low Risk
by Nathan Faber, Newfound Research This blog post is available as a PDF here. Low volatility equity ETFs…