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...
by Nicolas Rabener | Jan 30, 2023 | Uncategorized
Equity & Bond Correlations – Higher than Assumed? It’s all a matter of perspective January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Using monthly versus daily returns when calculating correlations can change the perspective...
by Nicolas Rabener | Aug 29, 2022 | Uncategorized
What is wrong with Inverse ETFs? Double-edged swords cut both ways August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Inverse ETFs come with significant risk disclosure Analyzing the performance of these products justifies the warnings There is a...
by Nicolas Rabener | Aug 8, 2022 | Uncategorized
Revisiting the Performance of TAA ETFs Tools for better equity exposure? August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThere has been a boom in launching tactical asset allocation ETFsHowever, the recent track record of these has been...
