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Alpha, Beta & Risks

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AllAboutAlpha

  • newThe Coming Oil Crisis
    Excerpted of Goehring & Rozencwajg, Natural Resource Investors We are on the cusp of a global energy crisis. Like most crises, the fundamental causes for this crisis been brewing for several years but have lacked a catalyst to bring them to the atten…
    - 5 hours ago, 13 Aug 20, 8:00pm -
  • Applying Occam’s Razor to Factor Analysis
    By Alex Botte, CFA, CAIA, Vice President, Two Sigma The principle of Occam’s razor states that, in searching for explanations or solutions to problems, “entities should not be multiplied unnecessarily.” If one has various models that arrive at…
    - 1 day ago, 12 Aug 20, 8:00pm -
  • Do You Know Your ABZ’s?
    By Bill Kelly, CEO, CAIA Association Perhaps the most prescient definition of alpha is simply undiscovered beta, and if you look at this idea through the quinquagenarian endowment model, you might just see the point. In the good old days, investment…
    - 4 days ago, 10 Aug 20, 9:37am -
  • This May Not Be the Apocalypse After All
    From the point of view of the alternative investment world, the dramas associated with the year 2020 may not constitute as apocalyptic a challenge or as paradigmatic a shift as is commonly thought. It may even be considered, in many respects, busines…
    - 4 days ago, 9 Aug 20, 8:00pm -
  • Putting 2020 into Perspective: Diversification May Work Better than You Think
    By Rodney Sullivan, CFA, CAIA, Executive Director, University of Virginia Darden School of Business US recessions are typically accompanied by declines in stock market returns and, of course, 2020 has been no exception. We are once again reminded tha…
    - 7 days ago, 6 Aug 20, 8:00pm -
  • Will the DOL Decision on Private Equity Impact the Democratization of Alternative Investments?
    By Rashad Kurbanov, CEO & Co-Founder at iownit capital and markets Alternative investments have been around for decades and have been a part of institutional investment portfolios for the majority of the time. Institutional investors have increasingl…
    - 9 days ago, 4 Aug 20, 8:00pm -
  • Transparency…Democracy…Liquidity
    The structure of financial markets has changed substantially since the 2014 publication of Michael Lewis’ Flash Boys. Much that was shocking and new then is now taken for granted. Also, the world of investments is in a sense more democratic now, wi…
    - 11 days ago, 2 Aug 20, 8:00pm -
  • Understanding the Limitations of Liquid Alternatives
    By Shana Sissel, CAIA, Spotlight Asset Group More than a decade ago the world of alternative investments witnessed hedge-fund-inspired Investment Act of 1940 (40 Act) funds appear on the scene. Much like their private alternative counterparts, liquid…
    - 14 days ago, 30 Jul 20, 8:00pm -
  • What’s the Difference Between Momentum and Trend Following?
    By Alex Botte, CFA, CAIA, Vice President, Two Sigma At the end of 2019, Two Sigma’s Venn platform added three new macro style factors to its risk model, the Two Sigma Factor Lens: Fixed Income Carry, Foreign Exchange Carry, and Trend Following. Th…
    - 15 days ago, 29 Jul 20, 8:00pm -
  • Hedge Funds and Private Equity—Building Bridges—Or Not
    Alternative investment managers were evolving in the context of changing market conditions even before the Covid-19 pandemic, although the virus has speeded up the process. What is emerging is an alternatives landscape where pure-play hedge funds wil…
    - 17 days ago, 27 Jul 20, 8:00pm -

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    • newFriday: Retail Sales, Industrial Production

      Friday: Retail Sales, Industrial Production

      Friday:• At 8:30 AM, Retail sales for July is scheduled to be released.  The consensus is for 1.8% increase in retail sales.• At 9:15 AM, The Fed will release Industrial Production and Capacity Utilization for July. The consensus is for a 3.0%…
      - 5 hours ago, 13 Aug 20, 7:52pm -
    • newAugust 13 COVID-19 Test Results

      August 13 COVID-19 Test Results

      SPECIAL NOTE: North Carolina removed 220,000 tests from its cumulative total yesterday (a correction). I've added 220,000 to the total yesterday to make the percent positive correct.The US is now mostly reporting over 700,000 tests per day. Based…
      - 6 hours ago, 13 Aug 20, 6:32pm -
    • newHotels: Occupancy Rate Declined 33% Year-over-year

      Hotels: Occupancy Rate Declined 33% Year-over-year

      From HotelNewsNow.com: STR: US hotel results for week ending 8 AugustU.S. hotel performance data for the week ending 8 August showed slightly higher occupancy and room rates from the previous week, according to STR.2-8 August 2020 (percentage change…
      - 13 hours ago, 13 Aug 20, 11:36am -
    • newComments on Weekly Unemployment Claims

      Comments on Weekly Unemployment Claims

      A few comments:On a monthly basis, in normal times, most analysts focus on initial unemployment claims for the BLS reference week of the employment report. For August, the BLS reference week is August 9th through the 15th (the current week), and in…
      - 15 hours ago, 13 Aug 20, 10:20am -
    • newWeekly Initial Unemployment Claims decrease to 963,000

      Weekly Initial Unemployment Claims decrease to 963,000

      The DOL reported:In the week ending August 8, the advance figure for seasonally adjusted initial claims was 963,000, a decrease of 228,000 from the previous week's revised level. The previous week's level was revised up by 5,000 from 1,186,000 to 1,1…
      - 16 hours ago, 13 Aug 20, 8:38am -
    • Thursday: Unemployment Claims

      Thursday: Unemployment Claims

      Thursday:• At 8:30 AM, The initial weekly unemployment claims report will be released. The early consensus is for a 1.100 million initial claims, down from 1.186 million the previous week.
      - 1 day ago, 12 Aug 20, 9:10pm -
    • August 12 COVID-19 Test Results

      August 12 COVID-19 Test Results

      SPECIAL NOTE: North Carolina removed 220,000 tests from its cumulative total (a correction). I've added 220,000 to the total today to make the percent positive correct.The US is now mostly reporting over 700,000 tests per day. Based on the experie…
      - 1 day ago, 12 Aug 20, 7:09pm -
    • Houston Real Estate in July: Sales Up 25% YoY, Inventory Down 19% YoY

      Houston Real Estate in July: Sales Up 25% YoY, Inventory Down 19% YoY

      From the HAR: July Home Sales Across Houston Reach Record TerritoryA continued surge in closings from homes that went under contract after the lifting of COVID-19 stay-at-home measures propelled Houston real estate into record territory in July – s…
      - 2 days ago, 12 Aug 20, 12:38pm -
    • Cleveland Fed: Key Measures Show Inflation increased Year-over-year in July

      Cleveland Fed: Key Measures Show Inflation increased Year-over-year in July

      The Cleveland Fed released the median CPI and the trimmed-mean CPI this morning:According to the Federal Reserve Bank of Cleveland, the median Consumer Price Index rose 0.3% July. The 16% trimmed-mean Consumer Price Index rose 0.4% in July. "The medi…
      - 2 days ago, 12 Aug 20, 11:24am -
    • Early Look at 2021 Cost-Of-Living Adjustments and Maximum Contribution Base

      Early Look at 2021 Cost-Of-Living Adjustments and Maximum Contribution Base

      The BLS reported this morning:The Consumer Price Index for Urban Wage Earners and Clerical Workers (CPI-W) increased 1.0 percent over the last 12 months to an index level of 252.636 (1982-84=100). For the month, the index rose 0.6 percent prior to se…
      - 2 days ago, 12 Aug 20, 10:14am -

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