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Prof. Fabio Trojani, SFI@UNIGE, presents at Swiss Asset Management Day on hedge fund performance

Posted by
Anita Belitz Krasniqi
on
Monday, May 9, 2016 - 14:30

SFI Prof. Fabio Trojani presented at the Swiss Asset Management Day 2016, an event hosted by the Department for Economic Affairs Canton Schwyz and SFI.  The conference focused on technologies, methods, and alternative investments as "game-changers" for Swiss asset management. 

Trojani presented some of his recent research on hedge fund analysis. A robust identification of hedge fund performance is key for selecting funds that generate future performance. When it comes to hedge fund analysis, data is vast, complex and often self-reported. Data Science and High-Performance Computing technologies available at Alphacruncher enable a holistic robust method of analysis that accounts for the unique properties of  "dirty" hedge fund data. The application of this innovative "Robust Method" allows researchers to identify a good fraction of performing funds also in periods of volatile and turbulent markets. This gives rise to significant improvements in understanding and predicting hedge fund performance.

This "Robust Method" and its applications are potential major game-changers for Swiss asset management.


View the presentation below.


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