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Perhaps read about market neutral strategies, most quant funds have much higher sharpe ratios than index funds.
by FundThrowaway 8y ago
Perhaps read about market neutral strategies, most quant funds have much higher sharpe ratios than index funds.
- madengr 8y agoHa ha, I’m an EE just passively investing extra income. Nothing more than a side interest. I assume you are talking about using higher volatility stocks with negative correlations; he talks about that in the aforementioned book.