EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: January 29, 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

  • More and more hedge funds are embracing machine learning and artificial intelligence (wired)
  • Sumzero’s annual hedge fund compensation report is out (businessinsider)
  • Chris Rokos (formerly of Brevan Howard) has raised $3.5 billion for a new macro fund (finalternatives)
  • Two former senior managers at Harvard’s endowment are starting a new fund (bloomberg)
  • A handful of macro funds are taking big bets against China’s Yuan (reuters)
  • Hedge fund start-ups dropped to a 13-year low in 2015 (bloomberg)
  • The alternative assets industry grew to $7.4 trillion in 2015 (hedgeweek)
  • The pace of hedge fund redemptions fell sharply in January (finalternatives)
  • AIG to cut hedge fund bets after disappointing results (bloomberg)
  • Multi-strategy hedge funds were very popular in 2015 (pionline)


  • Computers versus humans in fund management, which is better? (qoppac)
  • Just because an authority makes a prediction doesn’t mean it’ll be correct (gestaltu)
  • Peer group benchmarking can lead to an unhealthy focus on short-term performance (awealthofcommonsense)
  • Systematic trading is invading the traditionally fundamental credit markets (bloomberg)
  • A new BlackRock survey suggests investors will be increasing their bets on illiquid assets (finalternatives)
  • Checking in on current stock market valuations: are equities cheap now? (econompicdata)
  • An interesting recap of the recent Kaggle-Winton stock market challenge (intelligenttradingtech)


  • It’s possible to replicate pre-fee private equity performance (ssrn)
  • Using options to forecast M&A deal outcomes (ssrn)
  • Moore’s Law versus Murphy’s Law in the financial system (ssrn)
  • Analyst affirmation is a key catalyst for stock price momentum (alphaarchitect)
  • Liquidity risk drives FX carry returns (quantpedia)
  • Modeling and managing volatility (ssrn)

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