Factor Investing: The Truth Has Many Shades

Factor Investing: The Truth Has Many Shades Scientific investing unfortunately isn’t that scientific. April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by ETF Stream’s Beyond Beta Magazine. Here is the...

Indexing: Out with Tradition?

Indexing: Out with Tradition? Traditional vs Non-Traditional Indexing July 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s Enterprising Investor blog. Here is the link.SUMMARYEqual and...

Factor Optimization

Factor Optimization Pure versus Dirty Factors December 2018. Reading Time: 15 Minutes. Author: Nicolas Rabener. SUMMARYEquity factors exhibit sector biases and exposures to other common factorsA factor optimisation process allows investors to create pure...