Quant Letter: September 2023, Week 4
Weekly quantitative finance newsletter
ArXiv
Finance
Hedging Algorithmic Strategies with Ensemble AIS: The study suggests a new method for hedging risky asset portfolios using ensemble algorithmic investment strategies, finding Bitcoin-based AIS to be the best diversifier for S&P 500 index-based AIS. (2023-09-27, shares: 8)
Practical Risk Management and Hedging: The research introduces a simple…
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