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Quant Strategies: Theory vs Reality

Quant Strategies: Theory vs Reality Can Returns Seen in Research Be Achieved? August 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The live performance of quant strategies is significantly worse than in backtesting Factor investing returns from...

The Rise of Zombie Stocks

The Rise of Zombie StocksThe Dead versus the Living November 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Zombie firms, where interest payments exceed operating profits, are on the rise Zombie stocks perform surprisingly well They are expensive,...