EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: July 22, 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

  • Managed futures vs. multi-strategy funds for portfolio diversification (advisorperspectives)
  • Hedge funds are trying to become more transparent (ft)
  • Small, young hedge funds are better than large funds at timing factor exposures (ssrn)
  • Investors are abandoning funds of funds (bloomberg)
  • Citadel hired 17 portfolio managers from the now defunct Visium Asset Management (efinancialnews)


  • Academic finance as a “check on the pretensions of financial practitioners” (cfainstitute)
  • Don’t overweight bonds after periods of low realized inflation (econompicdata)
  • Bonds may not be able to offset equity losses during the next crisis (thinknewfound)
  • Peter Lynch’s run at Fidelity wasn’t nearly as great for investors as you think (awealthofcommonsense)
  • The arguments against active management are strong (ft)
  • Risk aversion is rising (finalternatives)
  • 10 common misconceptions about smart beta investing (investmentweek)


  • You probably aren’t using the best method to estimate future betas (ssrn)
  • Aggregated analyst recommendations can predict international equity market returns (ssrn)
  • Don’t rely too heavily on 13F filings (alphaarchitect)

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