by Nicolas Rabener | Nov 22, 2021 | Uncategorized
Musing About S&P 500 Valuations Seeking greener pastures November 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The valuation of the S&P 500 depends on portfolio construction Analyst EPS projections are likely overly optimistic PEG ratios of...
by Nicolas Rabener | Nov 15, 2021 | Uncategorized
Inflation-Themed ETFs: As Complicated as Inflation Good proxies for inflation? November 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Given the importance of inflation as a topic, there are surprisingly few inflation-themed ETFs The few available...
by Nicolas Rabener | Oct 25, 2021 | Uncategorized
Does the Equity Market Lead the Currency Market? Market timing should be impossible October 2021. Reading Time: 10 Minutes. Author: Kaushik Ganesan. SUMMARY Past equity market returns seem to predict currency returns Such a currency timing strategy may be interesting...
by Nicolas Rabener | Sep 20, 2021 | Uncategorized
Are Stock Markets Becoming More Correlated? Depends on which data you’re looking at. September 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The correlation of stock markets has stopped increasing since the GFC The Value and Momentum factors...
by Nicolas Rabener | Aug 30, 2021 | Uncategorized
Building an Inflation Portfolio Using Asset Classes Long commodities? August 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY An inflation-proxy portfolio can be created by combining various asset classes Can be implemented efficiently via futures ...
