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Home Posts Tagged "Hedge Fund"

JonathanCorrelation, Dispersion, Hedge Funds, Quantitative Equity Strategy, Systematic Strategies, Systematic Volatility Strategy, Volatility, Volatility ETF StrategyHedge Fund, Quantitative Equity Strategy, Systematic Volatility Strategy

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JonathanEquities, Genetic Programming, Hedge Funds, Machine Learning, Portfolio Construction, Portfolio Management, Portfolio TheoryEquity Portfolios, Genetic Programming, Hedge Fund, Portfolio Construction, Portfolio Risk, Portfolio Theory, Quantitative Equity Strategy

For many decades the principles of portfolio construction laid out by Harry Markovitz in the 1950s have been broadly accepted as one of the cornerstones of modern portfolio theory (as summarized, for example, in this Wikipedia article). The strengths and weakness of the mean-variance methodology are now widely understood and broadly accepted. But alternatives exist, one…

JonathanEquities, Hedge Funds, Portfolio Management, Systematic Strategies, Volatility ETF StrategyEquities, Hedge Fund, Systematic Strategies, Volatility Trading

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