Algorithm Aversion by Dr Ewan Kirk, Cantab Capital Partners Investors in general are skeptical of systematic trading. Why could this be? Long term performance seems to indicate that the performance of models is at least as good as that of humans. So why the skepticsm? This short piece was engendered by some recently published research which we will examine later but first let’s examine the problem. Aversion in action Over the years we have met many investors and allocators ranging from high net worth individuals to sovereign wealth funds and pension funds. No two investors are identical and each potential…
Cantab Capital Partners: Algorithm Aversion
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