by Nicolas Rabener | Dec 6, 2017 | Uncategorized
Mean-Reversion on Equity Index Level Buy the Dip? Not before the 1970s. December 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYMean-Reversion on index level became profitable post the 1970s, before that Momentum dominatedThe structural shift from...
by Nicolas Rabener | May 21, 2017 | Uncategorized
Market Timing vs Risk Management The Enemy Is Us May 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Behavioural biases cause the average human to make sub-optimal investment decisions Market timing should not be attempted Simple and robust risk...
