by Nicolas Rabener | Jun 1, 2026 | Uncategorized
Managed Futures vs Factor Investing: A 100-Year Perspective Rethinking traditional asset allocation June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Managed futures generated higher returns than a simple market-neutral multi-factor portfolio...
by Nicolas Rabener | May 25, 2026 | Uncategorized
Bonds vs Managed Futures: A 100-Year Perspective Rethinking traditional asset allocation May 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Managed futures generated a significantly higher long-term return than bonds U.S. Treasury Bonds experienced a...
by Nicolas Rabener | May 18, 2026 | Uncategorized
Timing Luck in Factor Investing How robust are your backtests, really? May 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The starting date matters for a backtest Annual returns can vary more than 10%, challenging robustness Averaging into portfolios...
by Nicolas Rabener | May 11, 2026 | Uncategorized
Return vs Diversification: What Matters More? The more diversified, the lower the return expectation May 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Diversifying strategies do not need to feature high returns Lower correlations are more valuable...
by Nicolas Rabener | May 4, 2026 | Uncategorized
Benchmark Illusions: The Case Against Narrow Equity Benchmarks What should equity funds be measured against? May 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most equity products should be benchmarked against the global stock market If the strategy...
