ETF Crusades

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...

Sector & Factor Performance During Wartime

Sector & Factor Performance During Wartime Better than perhaps expected. November 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog.SUMMARYThe S&P 500 increased during two of the...

Thematic versus Momentum Investing

Thematic versus Momentum Investing Performance chasing with a narrative versus systematic performance chasing October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThematic products underperform the stock market on averageThe exposure to the momentum...

What’s wrong with Inverse ETFs?

What is wrong with Inverse ETFs? Double-edged swords cut both ways August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYInverse ETFs come with significant risk disclosureAnalyzing the performance of these products justifies the warningsThere is a...

Revisiting the Performance of TAA ETFs

Revisiting the Performance of TAA ETFs Tools for better equity exposure? August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThere has been a boom in launching tactical asset allocation ETFsHowever, the recent track record of these has been...