@thinknewfound

While other firms focus on alpha, our first focus is on managing risk. 📚 https://xitter.cf/t.co/KwqP4RXlX7 🎙 https://xitter.cf/t.co/zuCGrJmYJb

 Boston, MA
thinknewfound.com
Joined August 2012
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Flirting with Models Podcast blog.thinknewfound.com/2018/…
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Portfolio Tilts versus Overlays: It’s Long/Short Portfolios All the Way Down blog.thinknewfound.com/2023/…

Portfolio Tilts versus Overlays: It's Long/Short Portfolios All the Way Down - Flirting with Models

Several years ago, I started using the phrase, “It’s long/short portfolios all the way down.”  I think it’s clever.  Spoiler: it has not caught on. The point I was trying to make is that the distance...

blog.thinknewfound.com
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The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck blog.thinknewfound.com/2023/…

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck - Flirting with Models

We have published a new paper on the topic of rebalance timing luck in option strategies: The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck. Prior research and empirical investm...

blog.thinknewfound.com
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Return Stacking in an Inverted Yield Curve Environment blog.thinknewfound.com/2023/…

Return Stacking in an Inverted Yield Curve Environment - Flirting with Models

Introduction  When we first started publicly writing and talking about capital efficiency in 2017 – the predecessor conversation to return stackingTM – the 13-week U.S. Treasury Bill rate sat around...

blog.thinknewfound.com
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Diversification in Multi-Factor Portfolios blog.thinknewfound.com/2017/…

Diversification in Multi-Factor Portfolios - Flirting with Models

This blog post is available as a PDF here. Summary­­ The debate rages on over the application of valuation in factor-timing methods. Regardless, diversification remains a prudent recommendation. How...

blog.thinknewfound.com
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Q3 2022 Commentary blog.thinknewfound.com/2022/…
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From the Archives - Q4 2020 Commentary wp.me/p2Yo4m-25G?utm_source=…
From the Archives - Q2 2021 Commentary wp.me/p2Yo4m-26G?utm_source=…
From the Archives - Q4 2021 Commentary wp.me/p2Yo4m-274?utm_source=…
From the Archives - Q3 2021 Commentary wp.me/p2Yo4m-26Z?utm_source=…
From the Archives - Q1 2021 Commentary wp.me/p2Yo4m-25M?utm_source=…
From the Archives - Q4 2020 Commentary wp.me/p2Yo4m-25G?utm_source=…
From the Archives - Q2 2022 Commentary wp.me/p2Yo4m-27m?utm_source=…
From the Archives - Q2 2021 Commentary wp.me/p2Yo4m-26G?utm_source=…
From the Archives - Q3 2020 Commentary wp.me/p2Yo4m-25b?utm_source=…
From the Archives - Q4 2021 Commentary wp.me/p2Yo4m-274?utm_source=…
From the Archives - Q4 2020 Commentary wp.me/p2Yo4m-25G?utm_source=…
From the Archives - Q3 2021 Commentary wp.me/p2Yo4m-26Z?utm_source=…
From the Archives - Q1 2021 Commentary wp.me/p2Yo4m-25M?utm_source=…
From the Archives - Q2 2022 Commentary wp.me/p2Yo4m-27m?utm_source=…
From the Archives - Q1 2022 Commentary wp.me/p2Yo4m-27a?utm_source=…
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