Find alternative sources of alpha and uncorrelated returns
By Linus Nilsson, founder of NilssonHedge, a hedge fund database. In this exploration, we study the difference between the Sharpe and the Sortino ratio. These two popular ratios are often used in f...
By Vincent Weber, CEO and Head of Research at Resonanz Capital, an investment advisory firm specializing in absolute return strategies. Multi-PM platforms' high returns come at a cost. Talent has m...
The Impax Corporate Culture Indicator as a tool for alpha generation
Despite concerns about the impact of higher interest rates and the health of the Australian consumer, August’s earnings season was broadly in line with expectations.
Since the Great Financial Crisis, the number of private credit funds, mortgage real estate investment trusts, and nontraditional sources has risen fourfold, from about 2.5% in 2009 to 10.0% today....
By Vincent Weber, CEO and Head of Research at Resonanz Capital, an investment advisory firm specializing in absolute return strategies. Is there a viable alternative to offshore multi-manager hedge...
Flows into UCITS ETPs remained positive last week, with $5.3B of net buying – adding to the $6.9B of net inflows seen in the previous week. Equities led the buying, with $4.8B of inflows, slightl...
By Dominik Cisar, Quant Analyst, Quantpedia.
The Quant Insight (Qi) model provides real-time macroeconomic insights, helping investors navigate market volatility by flagging early warning signs and guiding better investment decisions.
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