3 ms·
Lots of competition here as services like WhaleWisdom are quite powerful at the basics around 13F. Some ideas: * Cluster the 13Fs into buckets. Performance bu
by bklyn11201 3y ago
Lots of competition here as services like WhaleWisdom are quite powerful at the basics around 13F.
Some ideas:
* Cluster the 13Fs into buckets. Performance buckets and volatility buckets and aggressiveness buckets.
* Build model portfolios that blend holdings from the best performers.
* Do some basic regime analysis and find which 13F filers perform best during the various regimes.