by Nicolas Rabener | May 5, 2023 | Uncategorized
Finding Funds with Diversification Potential Downside versus upside betas May 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Downside betas do not help to identify diversifying strategies These need to be combined with upside betas Betas to the...
by Nicolas Rabener | Apr 17, 2023 | Uncategorized
Portfolio Allocations vs Risk Contributions What’s driving my portfolio? April 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investors analyze investment products based on their holdings However, holdings often misportray of what is...
by Nicolas Rabener | Mar 13, 2023 | Uncategorized
Multi-Strategy Hedge Funds: Jack of All Trades? Or Master of None? March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s blog. SUMMARY A few select multi-strategy hedge funds generated...
by Nicolas Rabener | Feb 27, 2023 | Uncategorized
The ETF Crusades Investing powered by higher powers February 2023 Reading Time: 10 Minutes. Author: Rodolfo Martell This research note is a guest post from Rodolfo Martell, PhD, Head of Portfolio Strategy, of Pluribus Labs LLC, a San Francisco-based systematic active...
by Nicolas Rabener | Feb 20, 2023 | Uncategorized
The Hard-Knock Life of Short Sellers Low-quality stocks can outperform markets February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Short-biased hedge funds provided negative S&P 500 beta until 2011 Thereafter returns became less negatively...
