by Nicolas Rabener | Aug 22, 2022 | Uncategorized
Long Volatility Strategies versus Tactical Asset Allocation Both are great, both have challenges August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYLong volatility strategies are attractive diversifiers, but complex and not easily...
by Nicolas Rabener | Aug 16, 2022 | Uncategorized
Outperformance Ain’t Alpha If you can explain it, you can replicate it more cheaply August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Outperformance and alpha are not the same One is the difference from a benchmark, the other is the...
by Nicolas Rabener | Aug 8, 2022 | Uncategorized
Revisiting the Performance of TAA ETFs Tools for better equity exposure? August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThere has been a boom in launching tactical asset allocation ETFsHowever, the recent track record of these has been...
by Nicolas Rabener | Aug 1, 2022 | Uncategorized
Defining Tactical Asset Allocation What is a tactical asset allocation strategy? August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Tactical asset allocation ETFs charge high fees (0.92% pa) that need to be justified The active share of TAA...
by Nicolas Rabener | Jul 25, 2022 | Uncategorized
Carbon ETFs: Making Money from Air Is that sustainable investing? July 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYCarbon credit prices vary significantly across marketsThe price increased by more than 100% since 2020, but it has been highly...
by Nicolas Rabener | Jul 18, 2022 | Uncategorized
Evaluating Inflation Hedges More diverse than expected July 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYDespite being different metrics, CPI and breakeven inflation rates exhibited the same trends since 2003The securities with high betas to...
