Quant Letter: June 2023, Week 4

Weekly quantitative finance newsletter

Jun 28, 2023

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AI and PE Fund Performance: Private equity fund performance is not influenced by quantitative information, but machine learning can predict future performance using qualitative information. (2023-06-26, shares: 452.0)

Dynamic Margining for L/S Equity Trading: A quantitative model calculates dynamic margin for long/short por…

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