EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: January 22, 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

  • A lot of hedge funds have closed shop lately. Is it the tip of the iceberg? (reuters)
  • Cash is now a favorite hedge fund holding (efinancialnews)
  • Manged futures funds are crushing it this month (ft)
  • China could be considering a ban on hedge funds (valuewalk)
  • Texas Teachers is setting aside $1.3 billion for emerging managers (pionline)

Investing

  • Every major asset class ETF is down over the past year (capitalspectator)
  • It helps to have a systematic process during volatile markets (awealthofcommonsense)
  • Complexity is sexy, but simplicity is what you really need (researchaffiliates)
  • Be wary of anecdotes not grounded in data (aqr)
  • Will an algorithm be the next Warren Buffett? (ft)
  • Why Amazon and Google are bound to enter finance (disruptivefinance)
  • The great myths of investing (rpseawright)
  • Just because stocks and oil are both falling doesn’t mean they are highly correlated (priceactionlab)
  • The mega buyouts from the mid-2000s didn’t work out so well (bloomberg)

Research

  • 65% of mutual fund managers have skill, but only 15% have skill in excess of fees (ssrn)
  • Contrary to finance theory, stocks high in diversifiable risk earn less (ssrn)
  • Extending Fama-French factors to corporate bond markets (ssrn)

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