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Tag: alpha
Chart of the Month – High market dispersion creates alpha opportunities!
High market dispersion creates alpha opportunities! Due to the Covid-19 pandemic outbreak, 2020 is un-comparable to any other year in financial markets. Authorities in major countries in the World have taken drastic measures to save lives, which have a large negative impact on economic activity. As a response, central…
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Chart of the Month – Trading on a Tweet
Trading on a Tweet When one looks at the statistics, the people with the most followers on Twitter are typically rock stars like Katy Perry, Justin Bieber, Rihanna or sport stars like Cristiano Ronaldo, Neymar, LeBron but surprisingly in position No. 3 is Barack Obama. In No. 18 we have…
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Chart of the Month – Small caps versus large caps: small is beautiful… Especially in Europe!
Small caps versus large caps: small is beautiful… Especially in Europe! It is often said that Small Caps outperform Large Caps over the long term; it is true, and makes sense. Smaller companies are more agile, tend to fall less under the burden of regulation, and are generally more “pure…
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Chart of the Month – Alpha generation is back!
Alpha generation is back! Equity markets have entered into a new volatility regime since February 2018. This could have been expected with the beginning of the end of QE decided by all major central banks since almost 10 years following the global financial crisis. During this period of massive liquidity…
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Chart of the Month – In Re-Search of Alpha
In Re-Search of Alpha Alexander Ineichen of UBS Warburg was well known in the hedge fund world for his first publication in 2000 of a series of four to follow titled “In Search of Alpha – Investing in Hedge Funds”. This was a guide written to de-mystify hedge fund…
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Chart of the Month – Active management is back but beware of the next equity sector rotation!
Active Management is back but beware of the next equity sector rotation! After a tough 2016, active managers (long-only stock pickers and hedge funds) are back in business and outperform their benchmark since November of last year. This is due to two main reasons: Number 1: Sector and stock correlation…
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