Browsing Tag
Newfound Research
78 posts
Optimizing for Anxiety
by Corey Hoffstein, Newfound Research Summary When carried through a traditional mean-variance optimization process, J.P. Morgan’s capital market…
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...
Even the Best Practices in Investing Can Go Against Us
by Corey Hoffstein, Newfound Research Summary Following even the best practices in investing can go against us in…
J.P. Morgan Outlook Implies Satellite Bonds Are King
by Justin Sibears, Newfound Research Summary It is common for large asset management firms to publish their capital…
Uncertain Alpha
by Nathan Faber, Newfound Research SUMMARY We have previously discussed many problems associated with the measurement of alpha.…
An 'Appealing' Market
Re-examining the evidence, in favor of and opposed to, a further extension of the bull market “Positive developments…
Are Stocks Actually Undervalued?
by Corey Hoffstein, Newfound Research Summary We have noticed the market reaching a broad consensus that equities are…
Let's Talk 'Year-To-Date'
by Corey Hoffstein, Newfound Research We have a pretty arbitrary practice in the financial services industry: we reset…
Can Dividend (Swaps) Replace Bonds?
Can Dividend (Swaps) Replace Bonds? by Corey Hoffstein, New Found Research Summary As a stand-alone asset class, dividends…
Bond Returns: Don't Be Jealous, Be Worried
Bond Returns: Don't Be Jealous, Be Worried by Corey Hoffstein, Newfound Research Summary Popular bond ETFs have had…
Alpha's measurement problem
Alpha's measurement problem by Corey Hoffstein, Newfound Research Summary Alpha is the holy grail of asset management: risk-free…
Diversification opportunities in fixed income
Diversification opportunities in fixed income by Corey Hoffstein, Newfound Research Summary Many investors look at fixed income as…
Tactical Trend-Following: Core or Alternative?
Tactical Trend-Following: Core or Alternative? by Corey Hoffstein, Newfound Research Summary Answering whether a strategy should be a…
Diversification Will Always Disappoint
by Corey Hoffstein, Newfound Research Summary For its ability to reduce risk without necessarily sacrificing potential reward, diversification…
Is Tactical Broken?
Is Tactical Broken? by Corey Hoffstein, Newfound Research Summary Many tactically risk-managed strategies use trend following to manage…
A Closer Look At Growth and Value Indices
A Closer Look At Growth and Value Indices by Nathan Faber, Newfound Research In a commentary a few…
