Risk assessment warning for medium-term investment horizons

Such hedge funds cannot be assessed just by data

technology arms race

More often than not systematic strategies are appraised almost exclusively on a sample of returns, usually realised but sometimes theoretical/simulated. As a consequence, assets under management (AUM) growth for systematic investment managers often follows a non-linear, convex, path with rapid increases in assets after 24-36 months of proven realised returns. In contrast, AUM growth for long/short managers tends to follow a more linear path. This is understandable, since for the most part

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