EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: May 27, 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 may need to get back to their roots to regain their glory (ft)
  • Having the right call may not matter if your timing is wrong (bloomberg)
  • Liquid alts have underperformed hedge funds over the last 3 and 5 years (ft)
  • The number of listed UK hedge funds has dropped dramatically over the past few years (ft)


  • Small cap indexes don’t capture the size premium all that well (etf)
  • The benefits of rebalancing are highly time dependent (thepfengineer)
  • Investor activism is helping to boost closed-end fund returns (bloomberg)
  • Pension return assumptions have fallen, but not nearly enough (awealthofcommonsense)
  • Quants and fundamental traders can add value to each other (efinancialcareers)
  • Citi observes that spin-offs have created considerable value this century (wsj)
  • Non-bank liquidity providers are stealing major market share from the big banks (bloomberg)
  • Everything you’ve ever wanted to know about machine learning (ujjwalkarn)


  • How to invest to minimize portfolio shortfall probability (ssrn)
  • Applying deep learning to portfolio optimization (arxiv)

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