EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: February 5, 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

  • Is artificial intelligence the future of hedge fund investing? (technologyreview)
  • Poor performance is leading to more favorable terms for hedge fund investors (businessinsider)
  • Hedge funds have shortened redemption periods without reducing illiquid asset allocations (businessinsider)
  • 80% of hedge fund allocations have gone to $1bn+ firms over the last 4 years (businessinsider)
  • Investors are most optimistic about global macro strategies (finalternatives)
  • Hedge funds in the Asia-Pacific region are disproportionately focused on equities (preqin)
  • Credit market illiquidity is one of reasons Orange Capital is closing down (businessinsider)
  • CargoMetrics is using satellite shipping data to trade the market (institutionalinvestor)
  • An interesting profile of Nancy Zimmerman’s Bracebridge Capital (bloomberg)


  • Long only investors had almost no chance of making money last year (gestaltu)
  • A more efficient method for harvesting factor premia such as equity value (thinknewfound)
  • Why is it so hard to diversify away tail risk? (cantabcapital)
  • We spend too much time worrying about things that won’t happen (fool)
  • Danish pension fund ATP has scrapped asset class allocations for risk factors (pionline)

Private Equity

  • The top 10 private equity firms in 2015 by number and value of deals (preqin)
  • Investors want more and better disclosure of hidden private equity fees (pionline)


  • Why does equal weighting outperform market cap weighting? (ssrn)
  • Size and momentum don’t appear to work all that well in emerging markets (ssrn)
  • Macroeconomic news is getting leaked before it is made public (ssrn)
  • Short selling makes markets more efficient (alphaarchitect)

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