by Nicolas Rabener | Jun 14, 2021 | Uncategorized
Mid-Caps – The Hidden Champions? Analyzing the In-Betweener Stocks June 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Mid-cap stocks are less popular than small or large caps In the US, they only outperformed in one out of 10 decades Globally,...
by Nicolas Rabener | May 17, 2021 | Uncategorized
Managed Futures: Fast & Furious vs Slow & Steady Short vs long-term trend followers May 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Managed futures strategies aim to exploit short- or long-term trends Short-term trend followers are often...
by Nicolas Rabener | May 3, 2021 | Uncategorized
60/40 Portfolios Without Bonds Time for Kingslaying. May 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s AllAboutAlpha blog. Here is the link. SUMMARY Bonds have become less useful in asset...
by Nicolas Rabener | Nov 9, 2020 | Uncategorized
Market Neutral Funds: Powered by Beta? Evaluating the neutrality of equity market neutral funds November 2020. Reading Time: 10 Minutes. Author: Karl Rogers & Nicolas Rabener. SUMMARY The long-term track record of equity market neutral hedge funds is attractive,...
by Nicolas Rabener | Aug 3, 2020 | Uncategorized
Creating Anti-Fragile Portfolios Is Your Portfolio Long or Short Vol? August 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most asset classes are bets on economic growth Diversified endowment-style portfolios are essentially short volatility Long...
