EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: September 2, 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

  • Investors are really unhappy with activist hedge funds (bloomberg)
  • How Netflix spawned a quant bromance (bloomberg)
  • After years of struggles, private equity giant Carlyle is close to abandoning its hedge funds (ft)
  • Leda Braga’s BlueCrest is officially a behemoth, despite its modest returns (efinancialnews)


  • Alpha is usually not what you think it is (thinknewfound)
  • Liquidity is much better than size at predicting stock returns (readingthemarkets)
  • Year-to-date performance numbers tend to frame investor perceptions of returns (thinknewfound)
  • “Smart” beta is mostly just beta (evidenceinvestor)
  • Liquid alt funds are often not very transparent about their fees (morningstar)
  • Diagramming a quantitative portfolio management workflow (quantopian)
  • There is a lot more nuance to mean reversion than its strongest proponents let on (aswathdamodaran)
  • Six strategies that have offered true diversification over the last 15 years (longboardfunds)
  • Asia is drinking London’s FX trading milkshake (ft)


  • How globalization is affecting asset returns (ssrn)
  • A long-term look at trend following performance (ssrn)

Connect With Us

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