by Nicolas Rabener | Aug 17, 2026 | Uncategorized
Factor Momentum II Does chasing factor performance work? August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Chasing factor performance is a viable strategy Provides diversification benefits given a low correlation with equities Some skepticism is...
by Nicolas Rabener | Aug 10, 2026 | Uncategorized
Factor Exposure Analysis 120: Risk & Return Contribution Analysis of Fixed Income Strategies Bonds provide uncorrelated returns to stocks, right? August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Fixed income markets are diverse, and so are...
by Nicolas Rabener | Aug 3, 2026 | Uncategorized
Private Market Exposure via Interval Funds High returns, low risk – too good to be true? August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Retail investors are getting private market exposure via interval funds AUM has increased by 200%+ to...
by Nicolas Rabener | Jul 27, 2026 | Uncategorized
Alternative Strategies vs Interest Rates Similar performance – coincidence or causation? July 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs & equity market neutral funds have benefited from rising rates However, they don’t...
by Nicolas Rabener | Jul 17, 2026 | Uncategorized
Trend Following in Equities II As good as in other asset classes? July 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY It is debatable whether CTAs should trade equities Trend following in equities performed poorly since the GFC However,...
