Author: Cassie

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…

Using the Inalytics Peer Group, through analysing over 100 million investment decisions we have made several key observations on how portfolio managers behave and generate alpha. From running winners and cutting losers, to staying rational when underperforming and managing bad news, the key to investment success is the ability to make objective and informed decisions.…