EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: December 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

  • The state of the hedge fund industry as 2016 draws to a close (valuewalk)
  • Seven executives at Platinum Partners were charged over a $1 billion fraud (businessinsider)
  • Bridgewater wants to use algos to perform day-to-day management of its business (wsj)
  • An interview with the CEO of Quantopian (thefinancialrevolutionist)

Quantitative Investing

  • Basic factor switching strategies tend not to improve upon buy-and-hold (thinknewfound)
  • How volatility scaling dramatically improves commodity trend following strategies (alphaarchitect)
  • 2016’s major advances in deep learning (tryolabs)


  • A case for strategically allocating to commodity futures (alphaarchitect)
  • Why don’t more pensions invest directly? (bloomberg)
  • Orange Country is looking at eliminating its entire absolute return allocation (pionline)

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