149: Aaron Brown, Pt. 1 – A Lesson in Risk Taking—with the Former Risk Manager of a $200B Fund
Chat With Traders
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How to Measure the Overlap in a Quant Fund?
How are you able to know if your holdings overlap with the holdings of another really large fund? The reporting isn't that useful, because these funds are so highly lavered. By the time you see those reports, the funds might be holding a very different things. You also a, this is also something that only applies to quant funds, probably not to most yourvester.
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