EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: December 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

  • Crowdsourced hedge funds have been attracting more capital (nytimes)
  • Public pension have been underperforming their hedge fund benchmarks (pionline)
  • How some of the bigger names in the hedge fund world have fared this year (efinancialnews)
  • A NYC pension fund just sold its hedge fund stakes… to another NYC pension (ft)
  • A profile of MANA Partners, which launches on Jan 3 with about $1 billion (businessinsider)
  • Inside Numerai, a hedge fund built on outsourced data science (wired)

Investing

  • Valuations tell you more about expected returns than they do about expected volatility (awealthofcommonsense)
  • AQR performs a factor analysis of the track records of Warren Buffett and George Soros (bloomberg)

Research

  • Hedge funds managed by publicly listed firms underperform significantly (ssrn)
  • Savvy Investor’s best research papers of 2016 (savvyinvestor)
  • The VIX tends to decline during the week and surge over the weekend (ssrn)

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