by Nicolas Rabener | May 2, 2022 | Uncategorized
An Anatomy of Thematic Investing Performance chasing with a narrative May 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Thematic investing is combining a good story with positive performance Unfortunately, themes often collapse when the story does...
by Nicolas Rabener | Apr 25, 2022 | Uncategorized
Crypto Tokens and Coins: What Drives Performance? The more popular the token, the higher the price, right? April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors assume that token prices increase with product utilization in the token...
by Nicolas Rabener | Apr 19, 2022 | Uncategorized
Thematic Indices: Looking at the Past or the Future? Actually, both. April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Thematic indices from MSCI have outperformed their benchmark since 2018 However, they have a rather unattractive factor mix...
by Nicolas Rabener | Apr 11, 2022 | Uncategorized
Trend Following & Factor Investing – Unexpected Cousins? Questioning diversification benefits April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Trend following and beta-neutral factor investing are considered diversifying strategies...
by Nicolas Rabener | Apr 4, 2022 | Uncategorized
Factor Olympics Q1 2022 And the winner is… April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor volatility was low despite the significant geopolitical and economic turmoil in Q1 2022 Value is the clear winner with double-digit gains...
