EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: December 25, 2015

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.

Hedge Funds

  • There are some bright spots in an otherwise mediocre year for hedge funds (bloomberg)
  • Get used to low hedge fund returns (finalternatives)
  • Why have long/short funds performed so poorly? (awealthofcommonsense)
  • European pensions are net sellers of hedge funds for the third straight year (efinancialnews)
  • Which banks have provided the most hedge fund analysts? (businessinsider)

Factor Investing

  • Will momentum go the way of other extinct anomalies? (priceactionlab)
  • Eurekahedge has a new benchmark for systematic risk premia strategies (finalternatives)
  • Should you invest in value, growth, or both? (gersteinfisher)
  • Equity factor performance dropped off substantially during the last interest rate cycle (investorfieldguide)


  • Prior returns are not the best predictors of future returns (thinknewfound)
  • The SEC is increasingly using algorithms to detect fraud (bloomberg)
  • Inside the Third Avenue fund’s meltdown (efinancialnews)


  • Rising interest rates will probably cause correlations to increase (ssrn)
  • Equity index collars are not the best way to get downside protected equity exposure (ssrn)

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