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 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 | Dec 6, 2022 | Uncategorized
Are Alternative ETFs Good Diversifiers? Uncorrelated returns are not a panacea December 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYAlternative products with uncorrelated returns do not necessarily provide diversification benefitsOut of 10...
by Nicolas Rabener | Nov 28, 2022 | Uncategorized
Replicating a CTA via Factor Exposures Possible? November 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Strategies can be copied by recreating them from scratch or using factor exposures CTAs can be replicated via factor exposure analysis by...
by Nicolas Rabener | Nov 21, 2022 | Uncategorized
Creating a CTA from Scratch- II What is driving CTA performance? November 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs pursue trends across asset classes, regardless if long or short 2022 is exceptional as CTAs have more short positions than...
