by Nicolas Rabener | Mar 27, 2023 | Uncategorized
Investing & Unintended Consequences Long gold stocks = long bonds, long banks = short bonds? March 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYSimple equity ETFs often have exposures to other asset classesGold stocks are bond proxies &...
by Nicolas Rabener | Mar 20, 2023 | Uncategorized
Myth-Busting: The Economy Drives the Stock Market Wait, what else drives it? March 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY US real GDP growth and US stock market...
by Nicolas Rabener | Mar 13, 2023 | Uncategorized
Multi-Strategy Hedge Funds: Jack of All Trades? Or Master of None? March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s blog. SUMMARY A few select multi-strategy hedge funds generated...
by Nicolas Rabener | Mar 5, 2023 | Uncategorized
Shorting Lousy Stocks = Lousy Returns? Even the worst stocks have their time in the limelight March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Shorting stocks with poor features was unattractive throughout most of the last decade Combining...
by Nicolas Rabener | Feb 27, 2023 | Uncategorized
The ETF Crusades Investing powered by higher powers February 2023 Reading Time: 10 Minutes. Author: Rodolfo Martell This research note is a guest post from Rodolfo Martell, PhD, Head of Portfolio Strategy, of Pluribus Labs LLC, a San Francisco-based systematic active...
by Nicolas Rabener | Feb 20, 2023 | Uncategorized
The Hard-Knock Life of Short Sellers Low-quality stocks can outperform markets February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Short-biased hedge funds provided negative S&P 500 beta until 2011 Thereafter returns became less negatively...
