by Nicolas Rabener | Feb 27, 2023 | Uncategorized
The ETF Crusades Investing powered by higher powers February 2023 Reading Time: 10 Minutes. Author: Rodolfo Martell This research note is a guest post from Rodolfo Martell, PhD, Head of Portfolio Strategy, of Pluribus Labs LLC, a San Francisco-based systematic active...
by Nicolas Rabener | Feb 20, 2023 | Uncategorized
The Hard-Knock Life of Short Sellers Low-quality stocks can outperform markets February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Short-biased hedge funds provided negative S&P 500 beta until 2011 Thereafter returns became less negatively...
by Nicolas Rabener | Feb 13, 2023 | Uncategorized
What’s My International Exposure? Comparing top-down vs bottom-up approaches February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The S&P 500 has meaningful exposure to international markets Measuring geographical exposure can be done...
by Nicolas Rabener | Feb 6, 2023 | Uncategorized
Growth ETFs: Performance & Factor Exposures Neither performance nor factor exposures are desirable. February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYGrowth ETFs are not very differentiated, despite growth having various interpretations34...
by Nicolas Rabener | Jan 30, 2023 | Uncategorized
Equity & Bond Correlations – Higher than Assumed? It’s all a matter of perspective January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Using monthly versus daily returns when calculating correlations can change the perspective...
