by Nicolas Rabener | Mar 30, 2020 | Uncategorized
Thou Shall Not Short the VIXThou Can Not Short the VIX March 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The VIX has not remained at high levels for long in recent times, theoretically making a mean-reversion strategy attractive However, there...
by Nicolas Rabener | Feb 25, 2019 | Uncategorized
Minimum Variance Versus Low Volatility Benchmarking USMV February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThe largest smart beta Low Volatility ETF is technically a Minimum Variance strategyLow Volatility and Minimum Variance have comparable...
by Nicolas Rabener | Sep 1, 2018 | Uncategorized
Volatility, Dispersion & Correlation – Friends or Foes? Reading Stock Market Tea Leaves. September 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Higher volatility & dispersion imply higher stock market risks The relationship between...
