by Nicolas Rabener | May 7, 2019 | Uncategorized
Option-Based Strategies: Opt In or Opt Out? Harvesting Fear and Greed May 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Option-based strategies generated better risk-adjusted returns than the S&P 500 over the last 30 years Investors should be...
by Nicolas Rabener | Dec 3, 2018 | Uncategorized
Private Equity: The Emperor has No Clothes Replicating Private Equity with Public Equities December 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Private equity returns can be replicated with small cap equities Small, cheap and levered stocks would...
by Nicolas Rabener | Oct 22, 2018 | Uncategorized
Statistical Arbitrage in the US Arbitraged Away? October 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYStatistical arbitrage has attractive strategy characteristicsHowever, the returns are highly dependent on transaction costsBest used as a tactical...
by Nicolas Rabener | Sep 24, 2018 | Uncategorized
Liquid Alternatives: Alternative Enough? Fake Alternatives? September 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Liquid alternatives offer hedge fund strategies in mutual fund format The correlations to the S&P 500 have been high, even of...
