by Nicolas Rabener | Jan 30, 2023 | Uncategorized
Equity & Bond Correlations – Higher than Assumed? It’s all a matter of perspective January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Using monthly versus daily returns when calculating correlations can change the perspective...
by Nicolas Rabener | Jan 23, 2023 | Uncategorized
What Are Growth Stocks? Growth lies in the eye of the beholder. January 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Growth stocks can be defined via valuations, fundamentals, or performance These stocks have generated essentially zero excess...
by Nicolas Rabener | Jan 16, 2023 | Uncategorized
Beta in Beta-Neutral Factors? The illusion of uncorrelated returns January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Beta-neutral value, momentum, and low volatility factors are currently highly correlated to the S&P 500 The correlation is...
by Nicolas Rabener | Jan 9, 2023 | Uncategorized
Alternative Credit Funds: Credible Alternatives? No AAA ratings in this space. January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Alternative credit funds aim to provide returns uncorrelated to traditional fixed income markets However, most of the...
by Nicolas Rabener | Jan 3, 2023 | Uncategorized
Factor Olympics 2022 And the winner is… January 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY 2022 is the best year for factor investing over the last decade Value generated the best and size the worst return in 2022 Despite the strong...
by Nicolas Rabener | Dec 12, 2022 | Uncategorized
Myth Busting: Alts’ Uncorrelated Returns Diversify Portfolios Being alternative is not good enough December 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYAlternatives with lower correlations to equities & bonds did not lead to greater...
