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It probably doesn't exist. Most funds of this type are very very paranoid about publicizing the methods they use because 1. Another firm could exploit what the
by mathperson 9y ago
It probably doesn't exist. Most funds of this type are very very paranoid about publicizing the methods they use because
1. Another firm could exploit what they are doing.
2. Another firm could trade the signal and remove their ability to profit.
3. They think being opaque makes them cool and mysterious. Which it does.
- joelthelion 9y agoI was hoping it would be part of a larger family of methods some of which would be public.
- mathperson 9y agoAh I see. There is typically gossip on quant blogs? Like Wilmott and Nuclear Phynance. That might help. Or you can look at 1. Options/Futures etc by Hull