EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: March 11, 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 have backed off the yuan devaluation trade (reuters)
  • The University of California endowment is trimming its number of hedge funds (pionline)
  • Bridgewater has a new co-CEO (finalternatives)

Investing

  • Why you should be skeptical of private equity “alpha” (alphaarchitect)
  • There’s a lot of empirical support for trend following (etf)
  • How index investing changes indexes (investorfieldguide)
  • Behavioral finance is underrepresented in academic research (alphaarchitect)
  • Midsize endowments and pension funds are shunning indexes for active management (pionline)
  • An ETFs construction methodology is every bit as important as its fees (thinknewfound)

Machine Learning

  • Machine learning for financial prediction (robotwealth)
  • A comprehensive collection of machine learning interview questions (analyticscosm)

Research

  • Surveying the last five year’s worth of academic financial research (ssrn)
  • Detecting abnormal changes in credit default swap spreads (ssrn)

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