EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: July 15, 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 fund managers think that crowding is the primary reason for poor performance (bloomberg)
  • 84% of surveyed allocators have redeemed a hedge fund investment this year (bloomberg)
  • Renaissance wants to use atomic clocks to beat high frequency traders (bloomberg)


  • The method you use to construct multi-factor portfolios makes a big difference (thinknewfound)
  • A deeper look into the profitability premium (etf)
  • Institutional investors, on average, have unrealistic expectations (awealthofcommonsense)
  • BlackRock thinks Brexit will launch Britain into a recession (finalternatives)
  • Not every low probability event is a Black Swan (sixfigureinvesting)


  • Popular option writing strategies only earn a fraction of the variance risk premium (ssrn)
  • Investigating global curve carry and betting-against-beta factors in international bond markets (ssrn)
  • Currencies with large volatility risk premiums tend to appreciate (ssrn)
  • Catastrophe bonds as portfolio diversifiers (ssrn)
  • The impact of REIT creation on international real estate capital flows (ssrn)

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