EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: January 27, 2017

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

  • Hedge funds would be outperforming most asset classes if they just took more risk (pionline)
  • More hedge funds are shifting away from the 2 and 20 fee model (bloomberg)
  • It only takes about 20 years for a hedge fund to become wealthier than its clients (ofdollarsanddata)


  • Why you should be using factor-based returns analysis when evaluating investments (capitalspectator)
  • Factor investing requires managers and their investors to embrace tracking error (researchaffiliates)
  • Financial markets might be the first places that computer AI surpasses human intelligence (raconteur)
  • A look at the role machine learning will play in financial markets (chinabusinessreview)
  • Harvard is abandoning its hybrid approach to endowment management (institutionalinvestor)
  • How long before Google and Amazon disrupt finance? (institutionalinvestor)


  • It’s not hedge fund size, but age, that matters most (allaboutalpha)
  • Analyzing trend following using 150 years of equity and bond data (ssrn)
  • Describing equity returns using 28 separate market anomalies (ssrn)

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