Practical analysis for investment professionals

Nicolas Rabener

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11 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
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.