15 Ideas, Frameworks, and Lessons from 15 Years
Today, August 28th, 2023, my company Newfound Research turns 15.
Read more.Is Managed Futures Value-able?
In Return StackingTM: Strategies for Overcoming a Low Return Environment, we
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Portfolio Tilts versus Overlays: It’s Long/Short Portfolios All the Way Down
Several years ago, I started using the phrase, “It’s long/short
Read more.The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck
We have published a new paper on the topic of
Read more.Return Stacking in an Inverted Yield Curve Environment
Introduction When we first started publicly writing and talking about
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Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
This paper is unlike any research we’ve shared in the
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Rebalance Timing Luck: The (Dumb) Luck of Smart Beta
We are proud to announce the release of our newest
Read more.Defensive Equity with Machine Learning
This post is available as a PDF download here. Summary
Read more.Tranching, Trend, and Mean Reversion
This post is available as a PDF download here. Summary
Read more.Diversification with Portable Beta
This post is available as a PDF download here. Summary A
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