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ALO25: Master Your Hedge Fund Allocation ft. John Jackson

Top Traders Unplugged

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Navigating Hedge Fund Allocations

This chapter explores the methodologies for setting return expectations in hedge fund allocations, focusing on performance evaluations through various metrics. It emphasizes the significance of diversification across strategies and the role of risk management in selecting managers, particularly in the context of inflationary pressures. Additionally, the chapter discusses the evolving landscape of machine learning and AI in quantitative finance, highlighting the balanced views of industry managers towards these advancements.

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