by Nicolas Rabener | Mar 25, 2024 | Uncategorized
Inflation-Themed ETFs: Part II As complicated as inflation March 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Inflation-themed ETFs have heterogeneous portfolios However, commodities and oil have been better inflation hedges And offer higher...
by Nicolas Rabener | Jul 31, 2023 | Uncategorized
Hitting Home Runs with AI Investing? Nope, back to practice. July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The survival rate of AI-focused ETFs is low The track record of AI ETFs is mediocre AI hedge funds struggle to outperform general hedge...
by Nicolas Rabener | Jun 26, 2023 | Uncategorized
Can AI Explain Company Performance? A Horserace of AI Models June 2023. Reading Time: 10 Minutes. Authors: Wachi Bandara, PhD, Anshuma Chandak, Brandon Flannery. SUMMARY The rapid evolution of language models has the potential to revolutionise financial analysis GPT...
by Nicolas Rabener | Nov 7, 2022 | Uncategorized
Sector & Factor Performance During Wartime Better than perhaps expected. November 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog.SUMMARYThe S&P 500 increased during two of the...
by Nicolas Rabener | Oct 24, 2022 | Uncategorized
Thematic versus Momentum Investing Performance chasing with a narrative versus systematic performance chasing October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThematic products underperform the stock market on averageThe exposure to the momentum...
