The Law of Large Numbers: An Analysis of the Renaissance Fund
A case study in hedge fund replication and risk management: our analysis of the Renaissance Institutional Equities Fund shows that thousands of trades, based on fundamental signals generated by computer models, can average to a simple combination of factors that mimic the performance of this large and well-known hedge fund. Click here to download the […]
A case study in hedge fund replication and risk management: our analysis of the Renaissance Institutional Equities Fund shows that thousands of trades, based on fundamental signals generated by computer models, can average to a simple combination of factors that mimic the performance of this large and well-known hedge fund.
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