EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: October 14, 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

  • In praise of quantamental hedge fund managers (businessinsider)
  • Renaissance Technologies has brought in more than $7 billion in new money over the last year (wsj)


  • Which method for combining factors results in the most efficient capital allocations? (thinknewfound)
  • Replicating AQR’s risk parity strategy with low-cost ETFs (signalplot)
  • Institutional investors had a mediocre year in the 12 months ended June 30 (institutionalinvestor)
  • A profile of the new Harvard endowment CEO, Nirmal Narvekar (institutionalinvestor)
  • The Harvard Crimson’s editors don’t really understand how investing works (cordantwealth)
  • The CEO/CIO of the University of Texas endowment (UTIMCO) is stepping down (pionline)


  • Combining several equity factors to produce a new four-factor equity model (alphaarchitect)
  • The relationships between various precious metals change at different points in the business cycle (ssrn)

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