Q4 2021 Commentary – Flirting with Models

In this quarter’s commentary, we:

  • Provide an analysis of Q4 2021 and 2021 full year returns, both at a high level and a detailed attribution.
  • Discuss current research projects.

You can read the commentary here.

Corey Hoffstein

Corey is co-founder and Chief Investment Officer of Newfound Research, a quantitative asset manager offering a suite of separately managed accounts and mutual funds. At Newfound, Corey is responsible for portfolio management, investment research, strategy development, and communication of the firm’s views to clients. Prior to offering asset management services, Newfound licensed research from the quantitative investment models developed by Corey. At peak, this research helped steer the tactical allocation decisions for upwards of $10bn. Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University. You can connect with Corey on LinkedIn or Twitter.

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