by Nicolas Rabener | Apr 19, 2022 | Uncategorized
Thematic Indices: Looking at the Past or the Future? Actually, both. April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Thematic indices from MSCI have outperformed their benchmark since 2018 However, they have a rather unattractive factor mix...
by Nicolas Rabener | Apr 11, 2022 | Uncategorized
Trend Following & Factor Investing – Unexpected Cousins? Questioning diversification benefits April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Trend following and beta-neutral factor investing are considered diversifying strategies...
by Nicolas Rabener | Apr 4, 2022 | Uncategorized
Factor Olympics Q1 2022 And the winner is… April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor volatility was low despite the significant geopolitical and economic turmoil in Q1 2022 Value is the clear winner with double-digit gains...
by Nicolas Rabener | Mar 28, 2022 | Uncategorized
Building a Diversified Portfolio for the Long-Term A Horse Race of Diversifying Strategies March 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most diversifying strategies fail to provide diversification benefits when most needed We build a...
by Nicolas Rabener | Mar 21, 2022 | Uncategorized
Risk-Managed Equity Exposure II One ETF to rule them all? March 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYRelying on single entry and exit signals for trading introduces model riskHowever, simple tactical asset allocation strategies are...
by Nicolas Rabener | Mar 14, 2022 | Uncategorized
Risk-Managed Equity Exposure Can we de-risk market downturns? February 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Risk management overlays tend to reduce stock market returns However, they also can reduce drawdowns and increase Sharpe ratios...
