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QUANT STRATEGIES: THEORY VS. REALITY

Aug 11th, 2019 | Filed under: Algorithmic and high-frequency trading, Hedge Fund Strategies, Equity Hedge Funds, Newly Added, Smart Beta, The A.I. Industry, Hedge Funds, Liquid Alternative Investiments, Other Topics in A.I.

By Nicolas Rabener of FactorResearch (@FactorResearch) INTRODUCTION When pitching an investment product with a backtested history the frequent response from potential investors is that they have never seen a bad backtest. Naturally this is true as there is no point in marketing a strategy with a poor backtest as investorsRead More