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Mar 10 2023

Which Factors Drive the Hedge Fund Returns: A Machine Learning Approach

published by Radovan Vojtko
in blog QuantPedia
original entryWhich Factors Drive the Hedge Fund Returns: A Machine Learning Approach

factor allocation factor investing machine learning uncategorized

Arbitrage is a central concept in finance. It is defined as simultaneous long and short positions in similar assets to exploit mispricing. Hedge funds experienced fast growth over the past three decades, as real-world arbitrageurs as a group. As they increasingly influence the financial market, it is important to understand the economic drivers of hedge fund returns. Therefore we would like to present...

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