Justin Sibears

Managing Director, Portfolio Manager
Newfound Research
Biography

Justin is a Managing Director in Newfound’s Investment Strategies group, where he is responsible for the ongoing research and development of new intellectual property and strategies. Justin joined Newfound in March 2012. His focus is on purely quantitative applications of our technology. Justin is critical in developing new business and client relationships. Justin is a portfolio manager for all of the firm’s direct strategies and is a member of Newfound’s Investment Committee. Prior to Newfound, Justin worked for J.P. Morgan and Deutsche Bank. At J.P. Morgan, he structured and syndicated ABS transactions while also managing risk on a proprietary ABS portfolio. At Deutsche Bank, Justin worked on the event-driven, high-yield debt, and mortgage derivative trading desks.

Justin holds a Master of Science in Computational Finance and a Master of Business Administration from Carnegie Mellon University as a well as a BBA in Mathematics and Finance from the University of Notre Dame.

Author Archives: Justin Sibears

Harvesting the Size Factor Premium

Factor investing is a well-documented method of generating excess returns, but some of the practical aspects of it are often overlooked in academic research, which tends to focus on “pure” premiums. Investors wanting to access these factors – size, value, volatility, momentum, etc. – are presented with a number of investment alternatives that aim to Read more […]

Don’t Lose Sight Of Sector Exposures Within Factor Indices

Broadly speaking, stocks within the same sector are often exposed to similar risk factors.  Investors with large energy sector exposures have certainly been reminded of this over the last six months.  This is precisely why segregating the U.S. equity universe by sector has been so appealing to investors over the years.  Over the last 16 Read more […]