by Nicolas Rabener | Jun 17, 2019 | Uncategorized
A Horse Race of Liquid Alternatives Portfolio Protection via Liquid Alts? June 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors can access alternative strategies via mutual funds and ETFs Most of these show moderate to high correlations to...
by Nicolas Rabener | May 13, 2019 | Uncategorized
Hedge Fund ETFs Better than the Originals? May 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Core hedge fund strategies are available as low-cost and transparent ETFs The performance of hedge fund ETFs has been comparable to that of their benchmarks...
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...
