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Research

Fund Selection using Alternative
Statistics

‘Can we find outperformance using an algorithmic asset selection approach which focuses on lesser used risk and return statistics?’

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Tags

  • Calmar Ratio
  • Rachev Ratio
  • Sharpe Ratio
  • MVaR
  • Asset Selection
  • Hedge Funds
  • CTA
  • Long Short Equity
  • Optimisation
  • Alternative Investments
  • Fund Investment

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