by Nicolas Rabener | Aug 21, 2023 | Uncategorized
CTAs vs Global Macro Hedge Funds Systematic versus Discretionary Masters of the Universe August 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs and global macro hedge funds offer attractive diversification benefits However, both are moderately...
by Nicolas Rabener | Aug 14, 2023 | Uncategorized
GARP Investing: Golden or Garbage? II More the latter than the former unfortunately August 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Buying cheap growth stocks is intuitively appealing to investors Almost 50% of the US stocks are trading below a...
by Nicolas Rabener | Aug 7, 2023 | Uncategorized
BDCs: Better Don’t Choose? Another strategy that trades income for capital returns August 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Business development companies (BDC) funds feature 10%+ annual fees Investors seem to be willing to accept...
by Nicolas Rabener | Jul 31, 2023 | Uncategorized
Hitting Home Runs with AI Investing? Nope, back to practice. July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The survival rate of AI-focused ETFs is low The track record of AI ETFs is mediocre AI hedge funds struggle to outperform general hedge...
by Nicolas Rabener | Jul 24, 2023 | Uncategorized
When Hindsight Becomes Foresight: Replicating Investment Performance When the tide goes out, you just find equity exposure July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY...
by Nicolas Rabener | Jul 17, 2023 | Uncategorized
Replicating Popular Investment Strategies with Equities + Cash Many strategies are just offering diluted equity exposure July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investment products offer straight or diluted exposure to the stock...
