At Insch CM

Insch Capital Management produced and released research articles on a regular basis. The non-comprehensive list below includes only the publications in magazines, journals, or online articles. Some of the articles may no longer be posted on the websites. Please contact me on LinkedIn if you are interested in a particular article.

Ticino Management, Jul-Aug.2016, “Trading Preziosi” (in Italian, page 99)

Commodities Now, Oct.2015, “Gold: 24 Carat or Same Old Shtick?”

Profit & Loss, Sep.2014, “Is New Zealand Part of Australia?”

Hedge Fund Review, Feb.2014, “The Best And Worst Of Times” (subscription required)

Futures and Options World, Feb.2013, “Is Libor a Trustworthy Index?” (subscription required)

FX Week Quarterly, Dec.2012-Feb.2013, “Responding to Change” (Where we apply the Black-Litterman model to build a dynamic portfolio of trading strategies)

Profit & Loss, Sep.2012, “The Swiss Emmentaler Trade: A Strategy with Holes” (Reported by Financial News, “The currency mountain with more holes than a Swiss cheese”)

Hedge Fund Journal, Jun.2012, “A Response to Simon Lack. A defence of what hedge funds can offer investors”. We brought this topic to the attention of the AIMA Research Committee, who further developed it in their Aug.2012 paper, “Methodological, mathematical and factual errors in ‘The Hedge Fund Mirage’”.

Hedge Fund Journal, Dec.2011, “VAR: What Is It Really Good For?”

Finally, the findings from our extensive study on the performance of major UK traditional asset managers were mentioned in the Financial Times, “Why I’m still not Wilde about fund managers” by Matthew Vincent