by Nicolas Rabener | Feb 22, 2021 | Uncategorized
Alpha Generation: The Search for the Unexplainable Equity Market Neutral Strategies Stripped February 2021. Reading Time: 10 Minutes. Author: Karl Rogers & Nicolas Rabener. This research note is a joint effort of ACE Capital Investments & Finominal.SUMMARYThe...
by Nicolas Rabener | Nov 23, 2020 | Uncategorized
Hedge Fund Battle: Discretionary vs Systematic Investing Man versus machine November 2020. Reading Time: 10 Minutes. Author: Karl Rogers & Nicolas Rabener. SUMMARY Given alternative data, machine learning, and AI advances, systematic should beat discretionary...
by Nicolas Rabener | Sep 7, 2020 | Uncategorized
Volatility Hedge Funds: The Good, the Bad, and the Ugly Exploring strategies in the volatility space September 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Volatility hedge funds provided attractive diversification benefits for equity portfolios...
by Nicolas Rabener | Jul 27, 2020 | Uncategorized
Global Macro: Masters of the Universe? Evaluating the He-Mans of the Investment Industry July 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The alpha of global macro funds has been shrinking consistently over time However, correlations to equities...
by Nicolas Rabener | May 4, 2020 | Uncategorized
Merger Arbitrage: Arbitraged Away? Another Questionable Diversification Strategy May 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY As AUM in merger arbitrage has increased, alpha decreased Investors can access merger arbitrage via hedge funds, bank...
