Over the past three decades, the investment world has been transformed by an army of mathematicians, physicists and computer scientists using sophisticated quantitative techniques to play the markets.
Nowhere is this more apparent than in the hedge fund industry, which has embraced quantitatively driven strategies such as statistical arbitrage and managed futures.
Investors have also had to adapt. The best funds of hedge funds (FoHFs) have developed an array of sophisticated quantitative scoring
The week on Risk.net, December 2–8, 2017Receive this by email