Scientific Investing in the Real World: Unifying the Extremes: Randomness Determinism Causality : Black Swan & Tail Risk Hedging Black Swan, Tail Risk Hedging, Convexity, Causality, Dynamics in Financial Market Causal Adjusted Randomized Factor Investing
Hedging strategies in equities, studied by Mani in 2023 with quantum computing. The abstract mentions a Sharpe ratio and drawdowns but not a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“It looks scientifically at the foundational issues with the Conventional Statistical /Mathematical /AI/ML tools e.g. Non-Stationarity, Linear Regression etc. applied in Real World Financial Investment and tries to make it scientific in improved way.”
AssetEquities
StrategyHedgingfactor investing
TechniqueQuantum computing
ClaimSharpe ratiodrawdown
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodHedging strategies by year
FamilyHedging strategies20Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 982
AssetEquities10
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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