by Nicolas Rabener | Jul 24, 2023 | Uncategorized
When Hindsight Becomes Foresight: Replicating Investment Performance When the tide goes out, you just find equity exposure July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY...
by Nicolas Rabener | Jul 17, 2023 | Uncategorized
Replicating Popular Investment Strategies with Equities + Cash Many strategies are just offering diluted equity exposure July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investment products offer straight or diluted exposure to the stock...
by Nicolas Rabener | Jul 10, 2023 | Uncategorized
Covered Call Strategies Uncovered Trading income for capital returns July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Covered call strategies aim to offer index-like returns with lower volatility and higher yields They have underperformed their...
by Nicolas Rabener | Jun 30, 2023 | Uncategorized
Factor Olympics 2023 1H And the winner is… July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY All popular factors generated negative excess returns in 1H 2023 Small caps performed best, low-risk stocks worst Somewhat surprisingly, long-short...
by Nicolas Rabener | Jun 26, 2023 | Uncategorized
Can AI Explain Company Performance? A Horserace of AI Models June 2023. Reading Time: 10 Minutes. Authors: Wachi Bandara, PhD, Anshuma Chandak, Brandon Flannery. SUMMARY The rapid evolution of language models has the potential to revolutionise financial analysis GPT...
