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...
by Nicolas Rabener | Jul 11, 2022 | Uncategorized
Crypto Tokens: Does Security Selection Matter? And the winner is… July 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY More than 80% of cryptocurrency tokens trade below their first trading price Tokens are diverse in their functions, but all...
by Nicolas Rabener | Apr 25, 2022 | Uncategorized
Crypto Tokens and Coins: What Drives Performance? The more popular the token, the higher the price, right? April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors assume that token prices increase with product utilization in the token...
by Nicolas Rabener | Feb 21, 2022 | Uncategorized
Why Are All Illiquid Alts Outperforming? Data manipulation is a superpower February 2022. Reading Time: 10 Minutes. Author: George Aliferis. This research note is a guest post from George Aliferis, CAIA, who runs InvestOrama, a content platform that explores the...
by Nicolas Rabener | Feb 14, 2022 | Uncategorized
FX Trading: A Losers’ Game? It’s a shark tank, and if you ain’t the shark… February 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY FX hedge funds on average have produced zero alpha since 2007 Popular risk premia strategies have...
