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Quants Corner: A clearer view over the hedge
Quants Corner: A clearer view over the hedge

Historically, it has been hard to extract signals from aggregated hedge fund data that can (a) be integrated into existing investment processes or (b) used as the foundation for a new process. A desire to protect proprietary information, and greater discretion compared to so-called 40 Act funds regarding how much and when to report, makes the flow of data from the hedge fund universe inconsistent and heterogeneous.