by Nicolas Rabener | Oct 17, 2022 | Uncategorized
Is the Carry Trade a Diversifying Strategy? Only if you have zero equity exposure. October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThe carry trade was positive across most asset classes in YTD 2022The correlations to the S&P 500 were low...
by Nicolas Rabener | Aug 17, 2020 | Uncategorized
Bank Risk Premia Indices: Unbankable? Exploring Factor Investing Across Asset Classes August 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor investing can be pursued across asset classesRisk premia products sold by investment banks have...
by Nicolas Rabener | Sep 23, 2019 | Uncategorized
Smart Beta vs Alpha + Beta Simplifying Equity Portfolios September 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.SUMMARYInvestment portfolios can...
by Nicolas Rabener | Aug 12, 2019 | Uncategorized
Quant Strategies: Theory vs Reality Can Returns Seen in Research Be Achieved? August 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s AllAboutAlpha blog. Here is the link. SUMMARY The live...
by Nicolas Rabener | Feb 2, 2018 | Uncategorized
Factor ETFs & FuturesFactor Investing DIY Tools? February 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYInvestors can directly access factor returns via ETFs in the US & futures in EuropeHowever, neither of these come without some investor...
