EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: September 16, 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 funds are increasingly offering clawbacks and cutting fees to retain investors (ft)
  • Bridgewater is raking in new capital even as its flagship fund struggles (ft)

Investing

  • Warren Buffett has spent more time underperforming the market than outperforming (cordantwealth)
  • Natural resource stocks often offer a better reward-to-risk than commodity futures (awealthofcommonsense)
  • Endowments aren’t exactly crushing it these days (capitalspectator)
  • Goldman is launching a fund to buy secondhand private equity stakes (wsj)
  • UBS is on a quant hiring binge (bloomberg)
  • Morningstar is using machine learning to replicate human analysts (marketsmedia)
  • Wall Street is gobbling up alternative data sources (wsj)

Research

  • You should analyze the long and short sides of dynamic investment strategies separately (ssrn)
  • Risk parity can be an effective bond index weighting scheme (ssrn)
  • Investment consultant recommendations offer no value, on average (alphaarchitect)
  • Some institutional investors are consistently better at picking private equity funds (ssrn)
  • Applying deep learning to finance (ssrn)
  • How to better estimate Sharpe ratios using the Kalman Filter (ssrn)

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