by Nicolas Rabener | Apr 27, 2026 | Uncategorized
Risk-Managed Equity Exposure IV Reduced drawdowns vs lower returns April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Simple risk-on / risk-off rules have been effective for reducing risk However, the most recent decade was the worst environment...
by Nicolas Rabener | Apr 20, 2026 | Uncategorized
Alts: Volatility Is Not Your Enemy If returns are uncorrelated and positive. April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The less correlated an alternative strategy is, the higher its volatility should be Enables more efficient capital...
by Nicolas Rabener | Apr 13, 2026 | Uncategorized
Intended vs Unintended Effects of Equal-Weighting Stocks Betting against momentum? April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equal-weighting beats market cap-weighting over the long term However, there is no performance consistency Comes...
by Nicolas Rabener | Apr 5, 2026 | Uncategorized
Factor Olympics Q1 2026 And the winner is… April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value was the best, and growth the worst-performing factor Long-short & smart beta factor investing generated strong excess returns Rare to see...
by Nicolas Rabener | Mar 9, 2026 | Uncategorized
Quality Stocks in Emerging Markets Superior returns from betting on good business models? March 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There is a clear rationale for high-quality stocks in emerging markets However, these stocks gave up most...
