Hmm, so I’m realizing I can’t write much about this without revealing / implying certain key information about how we view things at my hedge fund. :/
But I found this document, which is pretty sane and goes into some details on this and other basic topics: https://bigquant.com/community/uploads/default/original/3X/7/d/7d3a0a5a4f0f2fbfd87b2c6e70037dd3c8f48e2c.pdf
Hmm, so I’m realizing I can’t write much about this without revealing / implying certain key information about how we view things at my hedge fund. :/
But I found this document, which is pretty sane and goes into some details on this and other basic topics: https://bigquant.com/community/uploads/default/original/3X/7/d/7d3a0a5a4f0f2fbfd87b2c6e70037dd3c8f48e2c.pdf