EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: September 4, 2015

News is vastly overrated. While often entertaining, it’s usually best at obscuring details, overwhelming readers, wasting time and prompting bad decisions. We recommend reducing your daily intake and concentrating instead on hard data and data-rich analysis. That said, there’s always great information out there if you know where to look. The following comprises our list of news worth reading from the past week.

  • Will econometrics and data science merge? (bloombergview)
  • Anciticpate heavy dispersion in August hedge fund returns (finalternatives)
  • Lightly hedged activist managers had a rough month (hedgeco)
  • How can a strategy still work if everyone knows about it? (aqr)
  • Is the black box hedge fund model doomed? (forbes)
  • Nassim Taleb’s hedge fund made $1 billion on Monday (wsj)
  • Managing downside risk with tail risk parity (dailyalts)
  • AQR investigates four tail-risk mitigation strategies (dailyalts)
  • As volatility soars concerns over risk parity grow (valuewalk)
  • It’s usually not a good idea to blame someone else for your poor performance (ft)
  • Calstrs is considering a big push into hedge funds (wsj)
  • Chicago treasurer to launch database to facilitate aggregate fees for city pension funds (pionline)
  • Low-beta investment strategies (ssrn)
  • Wall street fees and investment returns for 33 state pension funds (ssrn)
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