by Nicolas Rabener | Aug 10, 2026 | Uncategorized
Factor Exposure Analysis 120: Risk & Return Contribution Analysis of Fixed Income Strategies Bonds provide uncorrelated returns to stocks, right? August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Fixed income markets are diverse, and so are...
by Nicolas Rabener | Aug 3, 2026 | Uncategorized
Private Market Exposure via Interval Funds High returns, low risk – too good to be true? August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Retail investors are getting private market exposure via interval funds AUM has increased by 200%+ to...
by Nicolas Rabener | Jul 27, 2026 | Uncategorized
Alternative Strategies vs Interest Rates Similar performance – coincidence or causation? July 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs & equity market neutral funds have benefited from rising rates However, they don’t...
by Nicolas Rabener | Jul 17, 2026 | Uncategorized
Trend Following in Equities II As good as in other asset classes? July 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY It is debatable whether CTAs should trade equities Trend following in equities performed poorly since the GFC However,...
by Nicolas Rabener | Jul 13, 2026 | Uncategorized
Diversifying vs De-Risking Funds Getting more bang for your buck July 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors should differentiate between diversifying and de-risking funds Most fixed income funds are de-risking strategies Equity...
by Nicolas Rabener | Jul 5, 2026 | Uncategorized
Factor Olympics 1H 2026 And the winner is… July 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum was the best, and size was the worst-performing factor Mixed returns for factor investing in 1H 2026 Relatively consistent returns between...
