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The State of Systematic (Algorithmic) Investing
April 6, 2021 • Posted in Big Ideas
How has systematic investment, with trades generated by rules or algorithms, evolved? What are its strengths and weaknesses? In his February 2021 paper entitled “Why Is Systematic Investing Important?”, Campbell Harvey summarizes the history, advantages and disadvantage of systematic (algorithmic) investing. Based on the body of research and personal experience, he concludes that: (more…)
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