Smart Money, Crowd Intelligence, and AI

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...

Digital Asset ETFs: Not Crypto Enough?

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...

Thematic Investing: Thematically Wrong?

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...

AI, What Have You Done for Me Lately?

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,...

Quant Strategies in the Cryptocurrency Space

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...