by Nicolas Rabener | Dec 12, 2022 | Uncategorized
Myth Busting: Alts’ Uncorrelated Returns Diversify Portfolios Being alternative is not good enough December 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYAlternatives with lower correlations to equities & bonds did not lead to greater...
by Nicolas Rabener | Dec 6, 2022 | Uncategorized
Are Alternative ETFs Good Diversifiers? Uncorrelated returns are not a panacea December 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Alternative products with uncorrelated returns do not necessarily provide diversification benefits Out of 10...
by Nicolas Rabener | Nov 28, 2022 | Uncategorized
Replicating a CTA via Factor Exposures Possible? November 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Strategies can be copied by recreating them from scratch or using factor exposures CTAs can be replicated via factor exposure analysis by...
by Nicolas Rabener | Nov 21, 2022 | Uncategorized
Creating a CTA from Scratch- II What is driving CTA performance? November 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs pursue trends across asset classes, regardless if long or short 2022 is exceptional as CTAs have more short positions than...
by Nicolas Rabener | Nov 14, 2022 | Uncategorized
Creating a CTA from Scratch How sophisticated are managed futures strategies? November 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs have become popular again given their positive returns in 2022 However, they are typically difficult to grasp...
