EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: July 1, 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

  • Selecting funds by filtering and screening is hurting your portfolio’s performance (thinknewfound)
  • Three questions to ask before investing in a hedge fund (charlessizemore)
  • Investors are pulling assets AND talent from funds of funds (ai-cio)


  • You can apply factor investing in all asset classes, not just equities (etf)
  • Momentum might become more attractive when markets are overvalued (econompicdata)
  • Sometimes alpha isn’t what you think it is (dynamicbeta)
  • Beware of overfitting bias in strategies that use multiple signals (alphaarchitect)


  • Which variables predict and forecast stock market returns? (ssrn)
  • Alpha doesn’t scale well: small funds tend to outperform large funds (ssrn)
  • Hedge funds earn abnormal profits on short-lived short positions (ssrn)
  • Identifying broad and narrow risk factors using convex optimization (ssrn)
  • A survey of portfolio optimization strategies (ssrn)
  • Exploring the impacts of expectations and fundamentals on commodity returns (ssrn)

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