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...
by Nicolas Rabener | Jul 11, 2022 | Uncategorized
Crypto Tokens: Does Security Selection Matter? And the winner is… July 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY More than 80% of cryptocurrency tokens trade below their first trading price Tokens are diverse in their functions, but all...
by Nicolas Rabener | Jul 4, 2022 | Uncategorized
Factor Olympics Q2 2022 And the winner is… July 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value is the clear winner of YTD 2022 Value, Momentum, and Low Volatility factors were positively correlated, which changed to previous years The...
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...
