EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: July 29, 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

  • Institutional investors with larger private investment allocations have outperformed (finalternatives)
  • If an investment seems too good to be true, it probably is (awealthofcommonsense)
  • Steve Cohen is betting on quants (efinancialnews)
  • With Brexit gains now long gone, Crispin Odey’s flagship is down 30% for the year (efinancialnews)


  • Data is often tortured and twisted to produce misleading messages (thinknewfound)
  • Finding a proper benchmark for trend following and momentum strategies (bsam)
  • Charting regime changes using the stock-bond return spread (capitalspectator)
  • Private real estate managers are reducing return expectations due to overvaluations (preqin)
  • Harvard’s endowment head resigns after medical leave (wsj)


  • Tail risk skewness explains risk premia better than volatility does (quantpedia)
  • A method for improving forecasts of realized variance (ssrn)
  • How sovereign risk, exchange rates and currency risk premia are related (ssrn)
  • The commodity rank effect is a combination of size and mean reversion (arxiv)
  • Aggregate insider trading can predict changes in corporate credit spreads (ssrn)

Connect With Us

Follow us on Twitter: @eqira
And on LinkedIn: Eqira