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…
September 18, 2016
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…
September 16, 2016
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…
September 8, 2016
Uncertain Alpha
by Nathan Faber, Newfound Research SUMMARY We have previously discussed many problems associated with the measurement of alpha.…
September 8, 2016
An 'Appealing' Market
Re-examining the evidence, in favor of and opposed to, a further extension of the bull market “Positive developments…
September 6, 2016
Let's Talk 'Year-To-Date'
by Corey Hoffstein, Newfound Research We have a pretty arbitrary practice in the financial services industry: we reset…
August 29, 2016
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…
July 26, 2016
Alpha's measurement problem
Alpha's measurement problem by Corey Hoffstein, Newfound Research Summary Alpha is the holy grail of asset management: risk-free…
July 7, 2016
Diversification opportunities in fixed income
Diversification opportunities in fixed income by Corey Hoffstein, Newfound Research Summary Many investors look at fixed income as…
June 16, 2016
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…
June 13, 2016
Diversification Will Always Disappoint
by Corey Hoffstein, Newfound Research Summary For its ability to reduce risk without necessarily sacrificing potential reward, diversification…
May 31, 2016
Is Tactical Broken?
Is Tactical Broken? by Corey Hoffstein, Newfound Research Summary Many tactically risk-managed strategies use trend following to manage…
May 3, 2016
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…
April 19, 2016