by Nicolas Rabener | Jun 20, 2022 | Uncategorized
Macro Variables in Factor Exposure Analysis Boosting the R2? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investors treat factor and macro variables differently Including macro variables improves a factor exposure analysis Both should be...
by Nicolas Rabener | Jun 13, 2022 | Uncategorized
Sector versus Factor Exposure Analysis Why do investors prefer factors over sectors? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors tend to talk more about sector than factor performance However, few investors conduct a...
by Nicolas Rabener | Jun 6, 2022 | Uncategorized
Factor Exposure Analysis of Fixed Income ETFs What is driving the risk & return of bond strategies? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor exposure analysis can be used in fixed income as easily as in equitiesMore variables...
by Nicolas Rabener | Jun 25, 2021 | Uncategorized
Factor Exposure Analysis: Exploring Residualization Making the independent variables more independent. What? June 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYRegression analysis is frequently subject to multicollinearityIndependent variables can be...
by Nicolas Rabener | Apr 12, 2021 | Uncategorized
Time Machines for Investors Investing is all about time traveling April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors are challenged when evaluating investment opportunities with limited track records Factor exposure analysis can be used...
