EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: April 8, 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

  • You don’t necessarily need hedge funds to get hedge fund-like exposures (wsj)
  • Citi reviews February hedge fund performance (dailyalts)
  • Sovereign wealth funds are pushing for higher hedge fund standards (ft)
  • Managed futures funds had a rough March (businessinsider)
  • Fund of Funds AUM has been increasing in the U.S. but declining globally (dailyalts)
  • Insurers are increasing their hedge fund allocations (efinancialnews)


  • Comparing the performance of various valuation metrics (alphaarchitect)
  • Bad strategies will occasionally outperform, just as good strategies will sometimes fail (thinknewfound)
  • 10 crazy things people in finance believe (awealthofcommonsense)
  • Active management is still going strong despite the increases in indexing (econompicdata)
  • Out-of-sample performance tends to be a lot worse than backtested performance (alphaarchitect)


  • Precious metals may reduce short-term portfolio tail risk but they also lower long-term returns (ssrn)
  • Using pre-open social media data to predict daily market returns (ssrn)

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