Practical analysis for investment professionals

Nicolas Rabener

Follow @FactorResearch on Twitter

43 Posts

Biography

Nicolas Rabener is the managing director of Finominal, which provides quantitative solutions for factor investing. Previously he founded Jackdaw Capital, a quantitative investment manager focused on equity market neutral strategies. Previously, Rabener worked at GIC (Government of Singapore Investment Corporation) focused on real estate across asset classes. He started his career working for Citigroup in investment banking in London and New York. Rabener holds an MS in management from HHL Leipzig Graduate School of Management, is a CAIA charter holder, and enjoys endurance sports (100km Ultramarathon, Mont Blanc, Mount Kilimanjaro).

Author's Posts
Sector and Factor Performance in Wartime

How do stocks -- specifically sectors and factors -- perform during times of war?

Outperformance Ain’t Alpha

Outperformance and alpha are not exactly the same thing. So, how do we explain the difference?

Crypto Tokens: Does Security Selection Matter? 

What role does security selection play in cryptocurrency investing? Can token pickers demonstrate differentiated performance?

Crypto Tokens and Crypto Coins: What Drives Performance?

The correlation between volume and price of crypto coins and tokens is negligible no matter how it's measured.

The US Investment Olympics: Smart Money, Crowd Intelligence, and AI

Can our Smart Money, Crowd Intelligence, and AI indices beat the S&P 500?

Myth-Busting: ETFs Are Eating the World

What effect has passive investing, including ETFs and index-tracking mutual funds, had on the US stock market?

The Mirage of Direct Indexing

Direct indexing seems like a free lunch that is too good to pass on. But is it?

Less Efficient Markets = Higher Alpha?

Shouldn't less efficient capital markets with greater information asymmetries offer more alpha opportunities?

Equal- vs. Market Cap-Weighted Portfolios in Stock Market Crashes

How have equal- and market-cap weighted US equity portfolios performed relative to one another during downturns?

Myth-Busting: Equities Are an Inflation Hedge

How can investors hedge against inflation risk? Do equities offer any protection?