EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: September 23, 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

  • Small allocations to alternatives aren’t going to move your portfolio’s needle (longboardfunds)
  • Nearly half of hedge fund investors feel like its getting harder to find attractive opportunities (preqin)
  • Blue chip hedge funds are underperforming lesser known funds this year (efinancialnews)
  • Only about 35% of hedge funds still charge 2 and 20 (finalternatives)
  • Don’t feel bad for struggling hedge funds (bloomberg)
  • The SEC charged Leon Cooperman, CEO of Omega Advisors, with insider trading (businessinsider)


  • Time-series (absolute) momentum is very different from cross-sectional (relative) momentum (etf)
  • What skills are quant finance employers looking for? (quantstart)
  • The Harvard endowment has lost its edge (wsj)


  • Relative-value equity strategies offer an alternative but not necessarily superior source of returns (ssrn)
  • Analyzing the relationship between the $VIX futures term structure and future equity returns (ssrn)
  • Which risk factors drive oil futures price curves? (ssrn)

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