by Nicolas Rabener | Mar 5, 2023 | Uncategorized
Shorting Lousy Stocks = Lousy Returns? Even the worst stocks have their time in the limelight March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Shorting stocks with poor features was unattractive throughout most of the last decade Combining...
by Nicolas Rabener | Feb 6, 2023 | Uncategorized
Growth ETFs: Performance & Factor Exposures Neither performance nor factor exposures are desirable. February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYGrowth ETFs are not very differentiated, despite growth having various interpretations34...
by Nicolas Rabener | Jan 3, 2023 | Uncategorized
Factor Olympics 2022 And the winner is… January 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY 2022 is the best year for factor investing over the last decade Value generated the best and size the worst return in 2022 Despite the strong...
by Nicolas Rabener | Oct 17, 2022 | Uncategorized
Is the Carry Trade a Diversifying Strategy? Only if you have zero equity exposure. October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThe carry trade was positive across most asset classes in YTD 2022The correlations to the S&P 500 were low...
by Nicolas Rabener | Oct 3, 2022 | Uncategorized
Factor Olympics Q3 2022 And the winner is… October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value is leading the performance scoreboard in YTD 2022 Low volatility is the worst-performing factor Oddly, the value and low volatility factors...
