by Nicolas Rabener | Aug 21, 2023 | Uncategorized
CTAs vs Global Macro Hedge Funds Systematic versus Discretionary Masters of the Universe August 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs and global macro hedge funds offer attractive diversification benefits However, both are moderately...
by Nicolas Rabener | Jan 9, 2023 | Uncategorized
Alternative Credit Funds: Credible Alternatives? No AAA ratings in this space. January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Alternative credit funds aim to provide returns uncorrelated to traditional fixed income markets However, most of the...
by Nicolas Rabener | Dec 12, 2022 | Uncategorized
Myth Busting: Alts’ Uncorrelated Returns Diversify Portfolios Being alternative is not good enough December 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYAlternatives with lower correlations to equities & bonds did not lead to greater...
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 | Oct 10, 2022 | Uncategorized
Managed Futures: The Empire Strikes Back Evaluating managed futures ETFs October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The AUM in managed futures ETFs has increased six-fold to $1.2bn in 2022 However, the performance of these ETFs was highly...
