by Nicolas Rabener | Feb 14, 2022 | Uncategorized
FX Trading: A Losers’ Game? It’s a shark tank, and if you ain’t the shark… February 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY FX hedge funds on average have produced zero alpha since 2007 Popular risk premia strategies have...
by Nicolas Rabener | Feb 7, 2022 | Uncategorized
Smart Money, Crowd Intelligence, and AI Using human and artificial intelligence to beat the S&P 500 February 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart money, crowd intelligence, and AI ETFs have underperformed the S&P 500 since...
by Nicolas Rabener | Jan 31, 2022 | Uncategorized
Cryptocurrency Hedge Funds Just Bitcoin-beta plays? January 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Cryptocurrency hedge funds generated abnormally high and uncorrelated returns since 2014 However, the returns can be simply attributed to the...
by Nicolas Rabener | Jan 24, 2022 | Uncategorized
Myth-Busting: ETFs Are Eating the World More like nibbling the world January 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY ETFs are a negligible owner of US stocks Primary and secondary ETF trading has not grown quicker than total stock trading The...
by Nicolas Rabener | Jan 17, 2022 | Uncategorized
Analyzing Floating Rate ETFs Useful for navigating a rising rate environment? January 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Floating rate ETFs pursue differentiated strategies Some of them are highly correlated to equities, limiting any...
by Nicolas Rabener | Jan 3, 2022 | Uncategorized
Factor Olympics Q4 2021 And the winner is… January 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY 2021 was a year of moderate factor performance Value, Quality, and Low Volatility factors generated positive returns Momentum and Size were...
