EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: September 18, 2015

News is overrated. 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.

  • Ray Dalio defends risk parity (cnbc)
  • So do we (eqira)
  • Factor models can only tell you so much (alphaarchitect)
  • You have to account for beta when evaluating hedge fund performance (hedgefundintelligence)
  • Stop comparing everything to the S&P 500 (bloombergview)
  • Every major asset class has a negative year-over-year return (capitalspectator)
  • Forget beating the market, perhaps simply matching the market should be the real goal (awealthofcommonsense)
  • Hedge funds are coming to small investors with $100k minimums (barrons)
  • Hedge funds are thirsty as hell for decision-making data (dealbreaker)
  • Hedge funds have a habit of revising their returns long after the fact (etf)
  • Does it matter when you rebalance? (capitalspectator)
  • Can investors achieve commodity exposure via equities? (alphaarchitect)
  • Goldman claims its Liquid Alts worked in August because they didn’t lose as much as equities…is losing less “working”? (gs)
  • 10 Questions for a Pension-Fund Manager (bloombergview)
  • Most hedge funds never celebrate their fifth birthday (etf)
  • Hedge funds are are adding cyber crime to their trading arsenal (waterstechnology)
  • Whether passively or actively managed, what matters most in mutual funds are the fees (morningstar)
  • Citadel is going big in New York real estate (finalternatives)
  • CTAs generate alpha and outperformance persists for up to 12 months (ssrn)
  • How to better incorporate views into portfolio optimization (ssrn)
  • Stocks that are more likely to gain big than to lose big have lower mean returns (ssrn)
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