by Nicolas Rabener | Feb 7, 2022 | Uncategorized
Smart Money, Crowd Intelligence, and AI Using human and artificial intelligence to beat the S&P 500 February 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart money, crowd intelligence, and AI ETFs have underperformed the S&P 500 since...
by Nicolas Rabener | Jul 26, 2021 | Uncategorized
Digital Asset ETFs: Not Crypto Enough? Measuring the cryptocurrency exposure of digital asset ETFs July 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYDigital asset ETFs have outperformed tech stocks in recent yearsHowever, they provide no exposure...
by Nicolas Rabener | Mar 23, 2020 | Uncategorized
Thematic Investing: Thematically Wrong?Performance Chasing with a Narrative March 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Thematic investing can be viewed as performance chasing with a narrative A systematic approach to thematic investing...
by Nicolas Rabener | Oct 14, 2019 | Uncategorized
AI, What Have You Done for Me Lately? Hopefully AIs Dream of Making Money October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY AI-focused companies have underperformed markets AI-powered ETFs have generated unimpressive returns In contrast,...
by Nicolas Rabener | Nov 15, 2017 | Uncategorized
Quant Strategies in the Cryptocurrency SpaceFactor Investing in the Wild West of Financial Markets November 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYCryptocurrencies have reached a market capitalisation of > $150bnBacktesting quantitative...