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…
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
Managing Active Risk
by Corey Hoffstein, Newfound Research Position sizing is often the result of portfolio construction and is therefore largely…
January 23, 2017
Diversification: When 1 + 1 < 2?
by Corey Hoffstein, Newfound Research Equity and bond valuations remain elevated. More importantly, joint valuation remains elevated in…
January 17, 2017
Factor Rotation: Possible, but Worth It?
by Corey Hoffstein, Newfound Research Summary With significant research into factor rotation in 2016, we expect to see…
December 19, 2016
Should we celebrate rising rates?
by Corey Hoffstein, Newfound Research With 10-year rates jumping over 40bp in November, investors are beginning to talk…
December 6, 2016
Outperforming by Underperforming
by Justin Sibears, Newfound Research Summary If you want long-term outperformance, you must be able to stomach short-term…
November 25, 2016
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…
November 16, 2016
Momentum: Letting the Cheap Get Cheaper?
by Corey Hoffstein, Newfound Research This blog post is available as a PDF here. As an investment strategy,…
November 15, 2016
Is My Diversified Commodity Index Just Oil?
by Nathan Faber, Newfound Research The benefit of including commodities in individual investor portfolios is often up…
October 24, 2016
Capital Efficiency in Multi-factor Portfolios
by Corey Hoffstein, Newfound Research This blog post is available as a PDF below. The debate for the…
October 17, 2016
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…
October 10, 2016
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…
September 26, 2016
Low Volatility is Not Low Risk
by Nathan Faber, Newfound Research This blog post is available as a PDF here. Low volatility equity ETFs…
September 20, 2016