EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: September 9, 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

  • The alternative investment universe is getting too big for investors to handle (finalternatives)
  • Alternative beta funds are a lower cost, viable substitute for traditional hedge funds (hedgeweek)
  • Family offices have been slashing hedge fund exposure (bloomberg)
  • Barron’s ranks the 100 best performing hedge funds over the last three years (barrons)


  • Momentum, like any other factor, can underperform for a very long time (alphaarchitect)
  • How investors’ attention to news affects stock prices (hbr)
  • A low $VIX can still be an expensive hedge (econompicdata)
  • Models can be very useful, but they typically aren’t calibrated for structural change (researchpuzzle)
  • The big banks are increasing their use of quants in non-front office roles (efinancialcareers)
  • 40 years of indexing: where we’ve been and where we’re going (abnormalreturns)


  • A look at momentum and mean reversion in commodity spot and futures markets (ssrn)
  • Predicting the monthly equity market risk premium using price-dividend ratios (ssrn)

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