by Nicolas Rabener | Jul 5, 2026 | Uncategorized
Factor Olympics 1H 2026 And the winner is… July 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum was the best, and size was the worst-performing factor Mixed returns for factor investing in 1H 2026 Relatively consistent returns between...
by Nicolas Rabener | Jun 23, 2026 | Uncategorized
Quantifying Survivorship Bias in Hedge Fund Indices How large is it? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The survivorship bias of liquid alts is approximately 1% pa However, this ranges dramatically across hedge fund strategies It...
by Nicolas Rabener | Jun 22, 2026 | Uncategorized
Diversification vs De-Risking: Evidence across Asset Classes Do bonds diversify or only de-risk? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Diversification and de-risking are different concepts Most assets de-risk rather than diversify...
by Nicolas Rabener | Jun 15, 2026 | Uncategorized
Buy-the-Dip: Viable Strategy or Fallacy? Does fortune favor the bold? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Buying the dip has worked since the GFC However, it represents a poor investment strategy Max drawdowns of -70% were reached...
by Nicolas Rabener | Jun 8, 2026 | Uncategorized
Factor Exposure Analysis 119: Fixed Income Factors III What is driving bond funds? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There are different approaches to fixed income factor exposure analysis None of these seems statistically superior...
