EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: June 3, 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

  • The 668 hedge funds with $1bn under management control 88% of all hedge fund investments (preqin)
  • For hedge funds, human capital is still as important as new machine learning technologies (institutionalinvestor)
  • Big data is changing the way that quant funds find trading opportunities (pionline)
  • UBS argues that investors should be increasing, not decreasing, hedge fund allocations (bloomberg)


  • Asset class correlations are trending up, but are still well below their post-financial crisis peaks (capitalspectator)
  • A well-diversified portfolio will always have underperforming assets (thinknewfound)
  • Everything you’ve ever wanted to know about risk parity (cfainstitute)
  • A closer look at mean reversion and cointegration (quantstart)
  • A survey of deep learning techniques applied to trading (gregharris)


  • Cointegration makes a big difference when performing relative value arbitrage (ssrn)
  • Stock return anomalies are even more pronounced on major corporate news days (ssrn)
  • Pairs trading with partial cointegration (fau)
  • You can improving momentum strategies by adjusting for risk (ssrn)

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