EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: March 4, 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 fund investors expect liquidity even when the fund’s underlying investments are illiquid (bloomberg)
  • Roughly 80% of the hedge funds launched in 2015 employed equity-based strategies (pionline)
  • Pension funds are increasing their alternatives allocations (ft)
  • Highlights from Credit Suisse’s annual hedge fund investor survey (prnewswire)
  • The 2016 Hedgeweek Award winners (hedgeweek)
  • Paul Marshall (of Marshall Wace) opines on “unfair” European hedge fund regulations (ft)
  • UK fund managers are increasingly pro-Brexit (ft)
  • Liquid alts have been huge for AQR (barrons)

Investing

  • Value is not the opposite of growth (thinknewfound)
  • The case for blind auditions in money management (abnormalreturns)
  • Endowments are having a difficult time matching 60/40 (awealthofcommonsense)
  • Ranking global stock markets on valuation (mebfaber)
  • China is halting overseas investment schemes to stem capital outflows (ft)
  • Warren Buffett’s latest shareholder letter is out (berkshirehathaway)
  • Wall Street analysts are losing out to computers (nytimes)
  • Alternative methods of calculating volatility (onlyvix)
  • Options on futures are becoming more liquid (ft)
  • A brief introduction to machine learning (quantdare)

Research

  • How to combine a billion alphas (ssrn)
  • There’s a lot of herding going on at pensions these days (ssrn)
  • Understanding modern portfolio construction (ssrn)
  • Investing like an endowment (ssrn)

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