by Nicolas Rabener | Aug 23, 2021 | Uncategorized
Building a Long Volatility Strategy without Using Options – III A systematic approach to creating portfolio protection August 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYLong volatility strategies can be built without using optionsSecurities...
by Nicolas Rabener | Aug 16, 2021 | Uncategorized
Chinese Stocks from a Factor Lens Seeking greener pastures for quant strategies August 2021. Reading Time: 10 Minutes. Author: Bill Yeskel, CFA SUMMARYForeign stock ownership is low in China and the market is dominated by retail investorsThis provides an opportunity...
by Nicolas Rabener | Aug 9, 2021 | Uncategorized
Building an Inflation Portfolio Using Stocks Identifying Inflation-Proxy Stocks August 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYAn inflation portfolio can be created by systematically selecting stocks correlated to inflationThis would have...
by Nicolas Rabener | Aug 2, 2021 | Uncategorized
Building a Long Volatility Strategy without Using Options – II A systematic approach to creating portfolio protection August 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Long volatility strategies can be built without using options Portfolios...
by Nicolas Rabener | Jul 26, 2021 | Uncategorized
Digital Asset ETFs: Not Crypto Enough? Measuring the cryptocurrency exposure of digital asset ETFs July 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYDigital asset ETFs have outperformed tech stocks in recent yearsHowever, they provide no exposure...
by Nicolas Rabener | Jul 19, 2021 | Uncategorized
Myth Busting: Equities are an Inflation Hedge Nominally yes, real no. July 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equities generated attractive nominal returns across all inflation regimes However, real returns were zero when inflation was...
