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Navigating Quantitative Finance: Roles and Insights
This chapter examines the critical roles of quantitative researchers and risk management in hedge funds, drawing parallels with offensive and defensive strategies in football. It discusses the importance of portfolio manager education and the interplay between quantitative analysis and trading strategies, emphasizing historical data's role in enhancing performance. Additionally, the chapter explores the complexities of factor hedging, internal alpha capture, and the comparative analysis of ROI in portfolio management and alpha strategies.