Practical analysis for investment professionals

Nicolas Rabener

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9 Posts

Biography

Nicolas Rabener is the managing director of FactorResearch, 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
Private Equity: The Emperor Has No Clothes

Liquid alternatives to private equity can be created simply by buying small, cheap, and levered stocks, Nicolas Rabener writes.

The Dark Side of Low-Volatility Stocks

Low volatility may be a great marketing concept, but does it work as a strategy?

Factor Investing in Micro and Small Caps

Does factor investing in micro- and small-cap stocks in the United States offer any additional alpha?

Liquid Alternatives: Alternative Enough?

How do liquid alternatives perform from a risk-and-return perspective in the context of an equity portfolio?

Chasing Mutual Fund Performance: Follow the Momentum?

How does mutual fund momentum chasing play out in the US market?

How Crowded Are Tech Stocks?

The recent sell-off in technology, especially among FAANG stocks, led to renewed comparisons of the tech sector today to that of the dot-com bubble era. But that might be a stretch, says Nicolas Rabener.

The Impact of Single Stocks on Factor Returns

Using the Value factor as a case study, how do single stocks influence factor returns? And how do the FAANG stocks influence six common equity factors?

What’s in a Factor? A Breakdown by Sectors

Factor investing is everywhere, but considerable uncertainty remains about what factors and their related products represent. So Nicolas Rabener breaks down six well-known factors by sector.

There Is Value in the Value Factor

Interest in "factor investing" reached an all-time high in May, according to Google Trends. So Nicolas Rabener and his associates analyzed factor valuations using fundamental metrics and contrasted these current valuations with historical averages as a method to determine factor attractiveness.



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