by Nicolas Rabener | Apr 4, 2022 | Uncategorized
Factor Olympics Q1 2022 And the winner is… April 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor volatility was low despite the significant geopolitical and economic turmoil in Q1 2022 Value is the clear winner with double-digit gains...
by Nicolas Rabener | Jan 3, 2022 | Uncategorized
Factor Olympics Q4 2021 And the winner is… January 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY 2021 was a year of moderate factor performance Value, Quality, and Low Volatility factors generated positive returns Momentum and Size were...
by Nicolas Rabener | Nov 1, 2021 | Uncategorized
Short-Term Momentum in Stocks, Commodities, and Cryptos Retail vs institutional investors November 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Developed markets have evolved from momentum to mean-reversion markets Other markets like EM or cryptos...
by Nicolas Rabener | Oct 4, 2021 | Uncategorized
Factor Olympics Q3 2021 And the winner is… October 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY 2021 is shaping up as a year of undifferentiated factor performance Value is the only factor with positive performance in year-to-date 2021 The...
by Nicolas Rabener | Aug 16, 2021 | Uncategorized
Chinese Stocks from a Factor Lens Seeking greener pastures for quant strategies August 2021. Reading Time: 10 Minutes. Author: Bill Yeskel, CFA SUMMARYForeign stock ownership is low in China and the market is dominated by retail investorsThis provides an opportunity...
