Unlimited Blog
We are experienced investors using machine learning to create products that replicate the index returns of alternative investments.
Last year, we wrote a piece evaluating hedge funds’ performance persistence and its implications on allocators’ ability to select managers. Our conclusion was straightforward: individual hedge fund manager outperformance is not persistent relative to the overall Hedge Fund index. Therefore, a randomly selected portfolio of funds would perform as well as an allocators’.
Managers of liquid alts have promised strong returns, low market correlation and better…
For two decades I worked with the largest, most sophisticated investors in the world who had access…
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