Practical analysis for investment professionals

Nicolas Rabener

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51 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
Monte Carlo Simulations: Forecasting Folly?

Forecasts in the form of Monte Carlo simulations are not the best way to anticipate a client's future portfolio returns.

Do-It-Yourself High-Dividend Strategies

Investors do not have to accept lower returns in exchange for high dividend yields. In fact, do-it-yourself (DIY) high-dividend strategies can generate enviable income without sacrificing capital.

The Trouble with Forecasting Home Prices

Mortgage rates have doubled and tripled in some countries since 2021. So why aren't residential real estate markets more distressed?

When Hindsight Becomes Foresight: Replicating Investment Performance

Most investment products simply provide exposure to the stock market in complicated wrappers.

Myth-Busting: The Economy Drives the Stock Market

How much does the state of the economy really matter to stock market performance?

Shorting Lousy Stocks = Lousy Returns?

How has shorting lousy stocks worked as a strategy?

Equity and Bond Correlations: Higher Than Assumed?

What correlations should we trust? Those based on daily or monthly return data?

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?



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