by Nicolas Rabener | May 6, 2024 | Uncategorized
Building Better High Yield Portfolios – II Balancing diversification and yield May 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The higher the yield, the lower the total return on average Combining the highest yielding strategies leads to...
by Nicolas Rabener | Apr 29, 2024 | Uncategorized
Factor Investing Is Dead, Long Live Factor Investing! Portfolio construction and implementation matters April 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Market-neutral multi-factor products have reached all-time highs However, long-only...
by Nicolas Rabener | Apr 22, 2024 | Uncategorized
Quality versus Low Volatility ETFs As different as night and day April 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Quality and low volatility stocks provide substantially different exposures Neither has outperformed the stock market, but both were...
by Nicolas Rabener | Apr 15, 2024 | Uncategorized
The Case Against a Cryptocurrency Allocation Why is the Maldivian Rufiyaa not going to the moon? April 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Bitcoin and Ethereum were often highly correlated to equities Active management in cryptocurrencies...
by Nicolas Rabener | Apr 8, 2024 | Uncategorized
Factor Olympics Q1 2024 And the winner is… April 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Some factor trends continued from 2023, but there were also two significant rotations Momentum performed the best, size the worst Most long-short...
