by Nicolas Rabener | Feb 9, 2026 | Uncategorized
Momentum Investing on Country Level Comparable to stock-based momentum? February 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum-based country investing outperformed the MSCI ACWI However, the outperformance was highly inconsistent The...
by Nicolas Rabener | Feb 2, 2026 | Uncategorized
Gold & Silver: Buy-and-Hold vs Trend Following Not everything that glitters is gold February 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Gold and silver had decades of exceptionally poor returns Applying a trend following strategy improved...
by Nicolas Rabener | Jan 26, 2026 | Uncategorized
Market Neutral Hedge Funds: Diversification or Overpriced Beta? Replicating equity market neutral funds January 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equity market neutral generated positive and uncorrelated returns since 2008 However, the...
by Nicolas Rabener | Jan 19, 2026 | Uncategorized
Factor Exposure Analysis 118: Factor-based Return Attribution Analysis Measuring asset allocation and selection decisions January 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Traditional attribution analysis is sector-based However, this is not...
by Nicolas Rabener | Jan 12, 2026 | Uncategorized
Private Equity Performance Tracker 2025 PE vs. equities – and the winner is? January 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY PE funds have outperformed public equities in 2025 The outlook likely favors PE given concentration risk in...
by Nicolas Rabener | Jan 5, 2026 | Uncategorized
Factor Olympics 2025 And the winner is… January 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum was the best, and low volatility was the worst-performing factor Long-short factor investing generated strong excess returns Long-only,...
