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To be fair, we invested our own money in the winner. The composition of the algo portfolio for the fund != the winners only. Our challenge is to choose the opt
by fawce 12y ago
To be fair, we invested our own money in the winner.
The composition of the algo portfolio for the fund != the winners only. Our challenge is to choose the optimal set of algorithms from a huge pool. Optimal means maximizing returns while also minimizing correlation between the strategies.
The holy grail of investing is 10 or so uncorrelated return streams. We're building a community and platform to consistently turn out algorithms with uncorrelated return streams.