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If You Don’t Want ‘Bragging Rights’ You Can Get Alpha Done
The quarterly investor report of VCapital Management Company looks at the opportunities for attractive returns for investors. It argues that alpha is to be found in the Midwest in two industries: healthcare/biomedical and intellectual property.
Biofuels And Deforestation: A CSR/ESG Cautionary Tale
Palm oil has become a cautionary tale for corporate social responsibility, because this is an instance in which an asset once considered important in the move toward a sustainable post-fossil-fuel economy has come to be seen, as in fact a liability.
EC Taleb: What Size Tail Does The Smart Money Bet On?
Statistician/philosopher Nassim Nicholas Taleb critiques “behavioral” economics and finance as he looks at the differences between “binary forecasts” and “real world payoffs,” in a recent paper for the International Journal of Forecasting.
Fossil Fuel: Divestment By The Numbers
If you are going to invest in part for environmental reasons, and especially for reasons related to climate change, carbon emissions, etc., there are several ways to do this.
How Expensive Are ESG Stocks?
Europeans seem far more focused on the environment than Americans. It is therefore not surprising that 46% of European investors have allocated to ESG, compared with only 28% of Americans, according to survey results from JP Morgan.
Share Buybacks Or Composite Equity Issuance?
Even though factor investing is widely supported in academia and investment practice, forecasting and harvesting factor returns remains challenging for various reasons. One signal that has received more than a little attention is share buybacks.
Start Your Algorithms: Speed Is Good Again, Or Is It?
Until the final days of 2019, it has been a quiet year for high-frequency trading-related news and HFT is still hitting the headlines.
High-Frequency Trading: More Flash To Come
There has been little “news” about high-frequency trading in 2019. On the one hand, that silence, as a certain famous detective might say, is “the curious incident.”
Considering Investing In Qualified Opportunity Funds?
The Opportunity Zones Program, enacted as part of the Tax Cuts and Jobs Act of 2017, has great potential to create jobs and spur economic growth while creating a potentially powerful tax strategy for investors and asset managers.
Commodities: Waiting For A Paradigm Shift
In the year now ending, grains were subject to the withering consequences of the US/China trade war. Meanwhile, energy commodities, which have exciting years in the recent past, snored their way through 2019.
From SRI To Shariah: A Bridge Not Too Far
SRI and Islamic approaches of investing can work together, and they can work in conjunction, by way of funds designed to satisfy both sets of criteria.
The Imminent Demise Of The LNG/Crude Oil Link
Liquefied natural gas has long been sold through long-term contracts that are benchmarked to the price of crude oil.
A Critique Of (Non-Forensic) Short Selling
In a new paper, three quants with Robeco suggest that the “short” side of the activity of many long/short equity trades is pointless.
Pairs Trading Suggested For Energy Stocks
Carlos Salas Najera, of the New York City Data Science Academy, has tested an old idea (pairs trading) for a strategy that could be tailored to energy stocks and related ETFs.
How To Evaluate Smart Beta ETFs
Beta is like ice cream and comes in many flavors...
Central Bank Policies Put The Squeeze On Pension Funds
Amundi-CREATE Research has offered its independent assessment on challenges now faced by the world’s pension funds, given the policies of central banks.
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