by Nicolas Rabener | Jul 22, 2024 | Uncategorized
Profitability & Leverage of U.S. Stocks How concerned should investors be about rising interest rates & corporate defaults? July 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY U.S. listed companies have become more profitable over the last 20...
by Nicolas Rabener | Jul 15, 2024 | Uncategorized
Managed Futures versus Market-Neutral Multi-Factor Investing And the winner is? July 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Managed futures and market-neutral factor investing offered uncorrelated returns to stocks However, these two...
by Nicolas Rabener | Jul 8, 2024 | Uncategorized
Multi-Strategy Hedge Funds & Replication ETFs Worth replicating? July 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Despite stellar returns of some multi-strategy hedge funds, the category has not gained market share Multi-strategy hedge funds...
by Nicolas Rabener | Jul 1, 2024 | Uncategorized
Factor Olympics 1H 2024 And the winner is… July 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The losers of last year, ie momentum and low volatility, became the winners of this year Momentum performed the best, size the worst Long-short...
by Nicolas Rabener | Jun 24, 2024 | Uncategorized
CTAs: With or Without Trend Following in Equities? Evaluating the equity risk exposure within managed futures June 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs benefitted significantly from pursuing trend following in equities Excluding...
by Nicolas Rabener | Jun 17, 2024 | Uncategorized
Diversifying via Time Zones What happens when you buy a stock from a market that is closed? June 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Funds providing the same exposures trade similarly, regardless of where they trade On paper, investors can...
