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It’s The Volatility (Of Volatility), Stupid
The secret sauce for success is to be able to anticipate the trigger points for volatility spikes, which are always negatively correlated with equity markets.
Eurekahedge On Japan As An Investment Mandate
Although Abenomics isn’t earning universal plaudits it has its fans, more this year than last.
Private Debt And Impact Investors
Debt investors can “usually expect a fixed-income return from levered funds over a certain period of time.” This return was roughly 3% through the period 2013-16.
Crowdfunding In The Absence Of Liquidity Constraints
What is the novelty of funding the new product through a cybercrowd?
Thoughts On The European Regulation On Short Selling
As to timing, it is usually the case that the depressing consequence on equity prices through this indirect channel takes more time than does the depressing consequence of direct short sales by the hedge funds and other market speculators.
The Role Dividends Can Play In International Equity Investing
Domestic equity investors have long understood the importance of dividends. A dividend policy can be valuable beyond the income it provides as investors can gain confidence in the company’s financial strength.
China-US Trade War And Other Worries
The Eurekahedge April 2018 report says that hedge funds were down in the first quarter of the year (-0.13%). This is the industry’s worst performance since Q1 2016.
Don't Fear The Robo
The advent of the cost-efficient, dispassionate robo-adviser has struck fear into the heart of many a financial adviser and fund manager, who see these technology options as a threat to their business practice.
Bitcoin Futures ETFs: SEC Requests Comment
The NYSE Arca filed a proposed rule change that would allow for the creation of Exchange Traded Funds investing in Bitcoin futures contracts. The SEC instituted a formal review of the proposal, soliciting comments from the public.
Finance Theory, Listed Equities, And Liquidity
Is there a liquidity premium in the stock market?
Why Treasury Professionals Are Building Cash Reserves
Corporations are concerned about the risks of the present environment and are working to ensure they have dry powder on hand.
So Much March Madness
What can the NCAA basketball tournament tell you about your investment portfolio?
Central Europe As Seen By Private Equity Managers
Deloitte has recently posted the results of its survey of how private equity managers see central Europe.
Reducing Dependence On (L)IBOR
A creation of the mid-1980s, the London Interbank Offered rate (LIBOR) became immensely influential over the three decades that followed.
Does Strong Economic Growth Equate To High Factor Returns?
Economic cycles have a clear impact on factor performance. Given that real GDP is not published in real-time, it is unlikely effective for factor selection.
Factor Premiums And ETFs
ETF can be either long or short on either of these factors. If ETFs as a whole were shorting a factor, it would have the effect of exacerbating the significance thereof, or increasing the excess return available for anyone going long.
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