by Nicolas Rabener | Apr 10, 2023 | Uncategorized
The Alpha Games: Technology Funds And the winners are… April 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY US tech funds underperformed their benchmark indices by 4% between 2018 and 2022 The factor contributions were marginal This resulted in...
by Nicolas Rabener | Apr 3, 2023 | Uncategorized
Factor Olympics 2023 Q1 And the winner is… April 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY After a great 2022 for factor investing, this year has started negatively for all traditional factors Perhaps this can be attributed to a revival...
by Nicolas Rabener | Mar 27, 2023 | Uncategorized
Investing & Unintended Consequences Long gold stocks = long bonds, long banks = short bonds? March 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYSimple equity ETFs often have exposures to other asset classesGold stocks are bond proxies &...
by Nicolas Rabener | Mar 20, 2023 | Uncategorized
Myth-Busting: The Economy Drives the Stock Market Wait, what else drives it? March 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY US real GDP growth and US stock market...
by Nicolas Rabener | Mar 13, 2023 | Uncategorized
Multi-Strategy Hedge Funds: Jack of All Trades? Or Master of None? March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s blog. SUMMARY A few select multi-strategy hedge funds generated...
