EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: February 19, 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

  • Hedge funds and mutual funds are becoming more alike (dailyalts)
  • A summary of some of the larger Q4 2015 hedge funds stock buys and sells (finalternatives)
  • A profile of the hedge fund preferences of Asia-Pacific pension funds (preqin)
  • Bill Miller’s new hedge fund will use earthquake probabilities to trade markets (bloomberg)

Factor Investing

  • Momentum has continued to work while other factors have dropped off (gersteinfisher)
  • You probably shouldn’t try to time your factor exposures (thinknewfound)

Investing

  • Investors are upping their bets on illiquid assets in search of alpha (dailyalts)
  • Investors are holding the most cash since November 2001 (finalternatives)
  • Computers are replacing human traders and it’s having an impact (institutionalinvestor)
  • There’s roughly $55 billion just waiting out there to buy up distressed debt (pionline)
  • Several asset managers are fully embracing social media (ft)
  • Oklahoma Teachers just added $250 million to its MLP bet (pionline)
  • A useful analysis of the various MLP ETP structures (thinknewfound)
  • Even pirates don’t want to be long oil right now (bloomberg)
  • Don’t expect to make a lot in equities over the next decade (thinknewfound)
  • Is it time to start getting long high yield? (dailyalts)

Research

  • Top performing mutual funds tend to underperform in subsequent periods (ssrn)
  • Leveraged ETFs are not good investments (ssrn)

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