Hedge Fund Index Rules and Construction

By David Xiao

Published 2023-04-14

Everscope rating

913.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Quantitative Fund of Funds Approach. Problem types: Index Construction, Portfolio Optimization.

arXiv:2403.15925 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.