Author: Ck3Vx9_

Exploring the Behavioural Biases of Institutional Investors Are elite fund managers subject to the same behavioural biases as retail investors? If so which decisions are most affected? Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors is an academic paper that explores these questions. The paper uses data from the Inalytics Peer…

Evidence from detailed hedge fund portfolio data Should short positions be considered as negative long positions? How does short selling differ from long investment? Are shorts just negative longs? is an academic paper co-authored by Sandro Lunghi from Inalytics and Bastian von Beschwitz from the Federal Reserve Board, which explores these questions. Using the Inalytics…

Using machine learning to provide custom investment portfolio analysis Machine Learning allows us to investigate portfolio data and performance without preconceptions, and identify natural sets and breaks hidden in the dataset, to improve the investment process. It bypasses the need to set arbitrary groups or categories that might appear logical but do not suit the…