Rabener on Leverage and Trend
Today’s post catches up with four articles from Nicolas Rabener at Finomial, on the use of Leverage and Trend.
Author: Mike Rawson
Man on Asset Drawdowns
Today’s post looks at a recent paper from Man Group on Drawdowns across asset classes.
Rethinking Equity Tail Risk
Today’s post looks at a recent paper from HSBC multi-asset team on how to think about equity tail risk hedges.
The Best Defensive Strategies
Today’s post looks at a recent paper on the best defensive strategies to use within a traditional 60/40 portfolio.
T-Bills and Chill
Today’s post looks at a 2024 note from Meb Faber of Cambria Asset management on whether to invest in short- or long-term bonds.
Quantica on Stacking
Today’s post looks at a recent paper from Quantica Capital called “If You Can’t Beat It, Stack It”.
The Optimal Stack
Today’s post is about a recent article from NewFound and ReSolve about the best possible stacked portfolio.
The Overnight Effect
Today’s post is about a well-known feature of the markets that has proven difficult to exploit.
AQR on Diversifiers
Today’s post looks at a recent note from AQR on the best, rather than the most-frequently marketed, diversifiers.
Irregular Roundup, 21st April 2026
We begin today’s Irregular Roundup with hedge funds for dentists.
