by Nicolas Rabener | Oct 25, 2021 | Uncategorized
Does the Equity Market Lead the Currency Market? Market timing should be impossible October 2021. Reading Time: 10 Minutes. Author: Kaushik Ganesan. SUMMARY Past equity market returns seem to predict currency returns Such a currency timing strategy may be interesting...
by Nicolas Rabener | Oct 18, 2021 | Uncategorized
Long Volatility Strategies: Hedge Funds vs DIY Replicating Masters of the Universe October 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYLong volatility exposure is typically achieved via hedge fundsA simple DIY strategy would have generated...
by Nicolas Rabener | Oct 11, 2021 | Uncategorized
Less Efficient Markets = Higher Alpha? Stock picking is challenging everywhere October 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Emerging market mutual fund managers struggle to outperform EM hedge fund managers failed to generate meaningful...
by Nicolas Rabener | Oct 4, 2021 | Uncategorized
Factor Olympics Q3 2021 And the winner is… October 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY 2021 is shaping up as a year of undifferentiated factor performance Value is the only factor with positive performance in year-to-date 2021 The...
by Nicolas Rabener | Sep 27, 2021 | Uncategorized
This Time It’s Different!? Have retail investors changed markets? September 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYOptions trading has increased to record highsSome data points indicate changes in the market structureHowever, these...
