EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: November 18, 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

  • How changing investor demands are pressuring hedge funds to adapt (valuewalk)
  • 69% of surveyed investors intend to keep their hedge fund allocations steady over the next 3 years (pionline)
  • Liquidity management has become a big issue for alternative asset managers (finalternatives)
  • 21% of the 118 hedge fund launches recorded in Q3 were event driven funds (preqin)
  • Eurekahedge claims that 566 hedge funds have closed this year through September (thisismoney)
  • A summary of the pensions and endowments that have been abandoning hedge funds (bloomberg)


  • Algorithms may provide advantages, but they don’t guarantee success (awealthofcommonsense)
  • Machine learning might only be 35% substance, but that 35% can be very good (bloomberg)
  • Deep learning is kind of amazing (medium)
  • Momentum and trend following strategies avoid trying to catch falling knives (thinknewfound)
  • Cliff Asness explains why you shouldn’t judge factor investors based on Active Share (aqr)
  • SEC approves creating a single database for all US equity and options trading (pionline)


  • The consensus on Wall Street is for inflation to accelerate (bloomberg)
  • The low vol trade isn’t working so well these days (bloomberg)
  • A look at how Trump may revamp Dodd-Frank (finalternatives)
  • The decline of middle skill jobs is a global phenomenon (businessinsider)


  • External management fees continue to climb as allocators ramp up alternatives (pionline)
  • Harvard has $4 billion worth of natural resources exposure for sale (bloomberg)
  • A profile of Yale endowment head and investment guru, David Swensen (nytimes)
  • CalPERS is considering investing directly in private equity deals (pionline)
  • Qineqt wants to become the leading provider of alternative investment data (institutionalinvestor)

Connect With Us

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