EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: December 2, 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

  • Mediocre returns have yet to squash investor demand for hedge funds (reuters)
  • Hedge funds are skilled at identifying overvalued growth stocks (allaboutalpha)
  • Two Sigma is putting up a $100,000 prize for a Kaggle machine learning competition (bloomberg)
  • The co-CTO of AHL tells you what you need to do to become a hedge fund Python coder (efinancialcareers)


  • Why lower correlation can be more valuable than higher return (eqira)
  • Invesco survey finds that investors plan to double factor-based allocations over next five years (pionline)
  • Using current yields to project 60/40 returns over the next decade and a half (econompicdata)


  • A pension crisis is pretty much inevitable, it’s only a matter of when (awealthofcommonsense)
  • Harvard’s endowment is clawing back employee compensation (pionline)
  • CalPERS is under pressure to drop its discount rate more aggressively (institutionalinvestor)
  • Singapore’s sovereign wealth fund is embracing quantitative strategies and has hired a Chief Data Scientist (bloomberg)

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