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...
by Nicolas Rabener | Jun 23, 2026 | Uncategorized
Quantifying Survivorship Bias in Hedge Fund Indices How large is it? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The survivorship bias of liquid alts is approximately 1% pa However, this ranges dramatically across hedge fund strategies It...
by Nicolas Rabener | Jun 22, 2026 | Uncategorized
Diversification vs De-Risking: Evidence across Asset Classes Do bonds diversify or only de-risk? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Diversification and de-risking are different concepts Most assets de-risk rather than diversify...
