EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: January 1, 2016

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

  • It wasn’t all doom and gloom for hedge funds this year (wsj)
  • 10 years after the collapse, Amaranth investors are still waiting for their money (efinancialnews)


  • Value factor performance depends a lot on how you define value (investorfieldguide)
  • What’s it like to lose $200 million? (nautil.us)
  • We know indexing works, but why? (etf)
  • Long energy funds had nowhere to hide this year (ft)
  • Analyzing portfolio risk using principal components (capitalspectator)
  • Newfound Research recaps their favorite commentaries from 2015 (thinknewfound)
  • The history of the Black-Scholes model (priceonomics)


  • The impact of venture capital on the life cycles of startups (ssrn)
  • On the relationships between the VIX and short-term price reversals (ssrn)
  • AQR on why, when, and how to rebalance portfolios (dailyalts)

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