by Nicolas Rabener | Mar 13, 2023 | Uncategorized
Multi-Strategy Hedge Funds: Jack of All Trades? Or Master of None? March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s blog. SUMMARY A few select multi-strategy hedge funds generated...
by Nicolas Rabener | Feb 27, 2023 | Uncategorized
The ETF Crusades Investing powered by higher powers February 2023 Reading Time: 10 Minutes. Author: Rodolfo Martell This research note is a guest post from Rodolfo Martell, PhD, Head of Portfolio Strategy, of Pluribus Labs LLC, a San Francisco-based systematic active...
by Nicolas Rabener | Feb 20, 2023 | Uncategorized
The Hard-Knock Life of Short Sellers Low-quality stocks can outperform markets February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Short-biased hedge funds provided negative S&P 500 beta until 2011 Thereafter returns became less negatively...
by Nicolas Rabener | Jan 30, 2023 | Uncategorized
Equity & Bond Correlations – Higher than Assumed? It’s all a matter of perspective January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY Using monthly versus...
by Nicolas Rabener | Jan 16, 2023 | Uncategorized
Beta in Beta-Neutral Factors? The illusion of uncorrelated returns January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Beta-neutral value, momentum, and low volatility factors are currently highly correlated to the S&P 500 The correlation is...
