by Nicolas Rabener | Jun 27, 2022 | Uncategorized
Defensive & Diversifying Strategies in YTD 2022 What worked, what hasn’t? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYMost defensive and diversifying strategies generated negative returns in YTD 2022The correlation of almost all of...
by Nicolas Rabener | Jun 20, 2022 | Uncategorized
Factor Exposure Analysis 106: Macro Variables Boosting the R2? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investors treat factor and macro variables differently Including macro variables improves a factor exposure analysis Both should...
by Nicolas Rabener | Jun 13, 2022 | Uncategorized
Factor Exposure Analysis 105: Sectors versus Factors Why do investors prefer factors over sectors? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors tend to talk more about sector than factor performance However, few investors conduct a...
by Nicolas Rabener | Jun 6, 2022 | Uncategorized
Factor Exposure Analysis 104: Fixed Income ETFs What is driving the risk & return of bond strategies? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor exposure analysis can be used in fixed income as easily as in equities More variables...
by Nicolas Rabener | May 30, 2022 | Uncategorized
Biotech Stocks: High Idiosyncratic Risks, High Alpha? A 30-year recap May 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYBiotechnology companies have the potential to change our lives dramaticallyHowever, the performance of biotech stocks has been...
by Nicolas Rabener | May 23, 2022 | Uncategorized
Risk Parity & Rising Rates Risky Risk Parity? May 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYRisk parity strategies have become available via mutual funds and ETFs, but portfolio construction variesRising interest rates are seen as a threat...
