Portfolio for the Future™

Research, Analysis, and Opinions for Better Investor Outcomes

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Stat Arb, Algos and the Difference Between Cats and Dogs
A co-founder of Quantigic Solutions has presented what he calls “the freshmanlevel” answer to the question:…
State of the Industry, Hedge Funds, Asset Allocation
Hedge Funds and 2 Economic Crises: Focus on Systematic and Algorithmic Hedge Funds
By Hossein Kazemi, PhD, CFA, Senior Advisor at CAIA Association During the Global Financial Crisis (GFC), the…
State of the Industry, Hedge Funds, Asset Allocation
Stewardship: It Hertz When You Ignore It
Hertz has been around for just over a century. It was started by a fellow name Jacobs in the city of Chicago…
Educational Alpha, Risk Management, Private Debt
Nowcasting Endowment Returns
By Hossein Kazemi, PhD, CFA, Senior Advisor at CAIA Association, and Aaron Filbeck, CAIA, CFA, CIPM,…
State of the Industry, Asset Allocation
Time-varying Equity Volatility Markedly Affects Hedge Fund Performance
By Masao Matsuda, CAIA, FRM, Founder, Crossgates Investment and Risk Management One would think hedge…
Risk Management, Manager Selection, Hedge Funds
Diving Deeper into the Deep Learning Pool
Dmitry Borisenko, an independent scholar and a former quantitative analyst at Krauspartner Investment…
State of the Industry
Data Scientists Should Do Drugs!
By Keith Black, PhD, CFA, CAIA, FDP Now that this attention-grabbing headline has drawn you in, let me…
State of the Industry
Volatility Forecasting Across the Financial Markets
By Mark Caslin, CEO, Alder Capital Uses of volatility forecasting in financial markets Volatility is…
Risk Management, Asset Allocation
Dugong is the New Black
By Bill Kelly, CAIA Association CEO The dugong (the second “g” is soft) is a marine mammal and a close…
Educational Alpha
Model Risk Management as Algo Trading Expands
The FICC Market Standards Board Ltd. (FMSB) is a London-based standards body for participants in the…
State of the Industry, Risk Management
Hedge Funds Between the Economics Crises
By Hossein Kazemi, Ph.D., CFA, Senior Advisor, CAIA Program Introduction The performance of hedge funds…
State of the Industry, Hedge Funds
ETFs, Systemic Risks, and a Real-Time Test
ETFs are one of the routes by which once alternative and elite-access-only strategies have become…
State of the Industry, Asset Allocation, Access to Alternatives
Back(wardization) to the Future
By Aaron Filbeck, CAIA, CFA, CIPM – Associate Director of Content Development at CAIA Association In the…
Educational Alpha, Hedge Funds
MERGER ARBITRAGE: ARBITRAGED AWAY?
By Nicolas Rabener, @FactorResearch INTRODUCTION Working in the restructuring team of a corporate finance…
State of the Industry, Hedge Funds
The Data, the Virus, and the Rebound
A new paper from Loomis Sayles, a subsidiary of Natixis Global Asset Management, discusses the data, and the…
State of the Industry, Asset Allocation